The standard deviation of the portfolio

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Using the data in the following? table, and the fact that the correlation of A and B is 0.02?, calculate the volatility? (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B.

             Stock A   Stock B

2005       -12           16

2006        13           20

2007          8           7

2008         -1         -1

2009          5        -12

2010          6          15

The standard deviation of the portfolio is?

Reference no: EM132028663

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