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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 0.46, calculate the volatility​ (standard deviation) of a portfolio that is 80% invested in stock A and

20% invested in stock B.

Realized Returns
Stock A Stock B
2008 -13% 17%
2009 20% 23%
2010 8% 15%
2011 -8% -10%
2012 2% -4%
2013 5% 29%

The standard deviation of the portfolio is

​(Round to two decimal​ places.)

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