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

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Using the data in the following table, and the fact that the correlation of A and B is calculate the volatility (standard deviation) of a portfolio that is invested in stock A and invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -8% 10% 3% Stock B 28% 34% 6% -9% -3% 25% 1% 14% The standard deviation of the portfolio is% (Round to two decimal places.)

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