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Using the data in the following table, and the fact that the correlation of A and B is 0.35 calculate the volatility standard deviation of a portfolio thatis 50% ınvested in stock A and 50% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -2% 10% 5% -4% 2% 7% Stock B 28% 26% 5% 1% 18% The standard deviation of the portfolio is「% (Round to two decimal places )

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Home nert Page Layout Formulas Data Review View dd-Ins Cut copy ▼ Format Painter E AutoSum B า 프 . Ej-., Δ. : r-ㄧ 逻锂函Merge & Center. $, % , 弼,8 Conditional Format eCell Insert Delete Format Sort &Find & Formatting as Table Styles2 Clear Clipboard UP96 JO Alignment Number Cells Edting Ja UR JS JT JU JV JW JY JZ KA KB KC 80 81 82 83 84 85 86 87 YEAR STOCKA STOCK B 0.5 2008 2009 2010 2011 2012 2013 28 10 rAB- sd(A) 5.3666 sd(B)14.5979 0.35 4 18 89 STANDARD DEVIATION 5.3666 14.5979 91 92 93 94 95 96 97 11 1 ト capm-portfolio, retirement futures PORTFOLIO SD sqrt [ (wA)2*(sd(A))A2 (wB)A2* (sd(B))A2 2 wA*wB (sd(A))(sd(B)) rAB] PORTFOLIO SD SQRT [(0.5)A2(5.3666)A2 (0.5)A2 (14.5979)A2 2*(0.5) (0.5) (5.3666)*14.5979) (0.35)] PORTFOLIO SD = 8.61 FV, ANNUITY ACC CVP KE BOND HPR REALISED YIELD NPV ROE std costin ECONOMY, BEFORE AFTER BUYBACKShel 05:59 17-01-2019

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