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what is the standard deviation of the portfolio? Using the data in the following table, and the fact that the correlation of A and B
what is the standard deviation of the portfolio?
Using the data in the following table, and the fact that the correlation of A and B 0:44, calculate the volatilty (standard deviation) of a portfolio that is 60 invested in stock A and 40% invested in stock B Realized Returns Year Stock A Stock B 2008 -9% 14% 2009 15% 25% 2010 9% 2% 2011 -79 -9% 2012 4% - 10% 2013 8% 20% The standard deviation of the portfolio is % (Round to two decimal places.) - Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -9% 14% 15% 25% 9% 2% -7% - 9% 4% 10% 8% 20% - The standard deviation of the portfolio is %. (Round to two de Step by Step Solution
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