Using the data in the following table, and the fact that the correlation of A and B is 0.57, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.)

	Realized Returns
Year	Stock A		Stock B
2008	8%		14%
2009	16%		32%
2010	1%		13%
2011	4%		5%
2012	3%		12%
2013	7%		28%