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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 0.45, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. Year 2008 2009 2010 2011 2012 Realized Returns Stock A Stock B - 2% 24% 6% 22% 9% 10% - 6% - 6% 1% - 11% The standard deviation of the portfolio is %. (Round to two decimal places.)

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