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Using the data in the following? table, and the fact that the correlation of A and...

Using the data in the following? table, and the fact that the correlation of A and B is 0.59?, calculate the volatility? (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B.

   Stock A   Stock B
2005   -7   13
2006   15   28
2007   6   15
2008   -5   -7
2009   4   -4
2010   6   34

The Standard deviation of the portfolio is ___%.

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