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Using the data in the following table, and the fact that the correlation of A and B is 0.48 , calculate the volatility (standard deviation)

image text in transcribed Using the data in the following table, and the fact that the correlation of A and B is 0.48 , calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. (Click on the following icon . in order to copy its contents into a spreadsheet.) The standard deviation of the portfolio is %. (Round to two decimal places.)

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