Question

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 0.24?, calculate the volatility? (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B

          Stock A Stock B
2005          -7     29
2006           19   30
2007            8     5
2008         -9     -2
2009           5    -14
2010           5     22

The standard deviation of the portfolio is in percentage?

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