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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 0.27​, calculate the volatility​ (standard deviation) of a portfolio that is 70 % invested in stock A and 30 % invested in stock B.

Realized Returns

Year Stock A Stock B
2008 -12% 21%
2009 11% 20%
2010 8% 3%
2011 -8% -9%
2012 3% -5%
2013 12% 22%

The standard deviation of the portfolio is nothing​%. ​(Round to two decimal​ places.)

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