Using the data in the following table, and the fact that the correlation of A...
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Using the data in the following table, and the fact that the correlation of A and B is 0.56, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B.
The standard deviation of the portfolio is __%
Using the data in the following table, and the fact that the correlation of A and B is 0.56, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -8% 19% 2% -2% 3% 11% Stock B 24% 201 5% -9% -14% 24% The standard deviation of the portfolio is | %. (Round to two decimal places.)
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The standard deviation of the portfolio is __%