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Using the data in the following table, and the fact that the correlation of A and B is 0.39, calculate the volatility (standard deviation) of

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Using the data in the following table, and the fact that the correlation of A and B is 0.39, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% 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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