Using the data in the following table, and the fact that the correlation of A and B is 0.06, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B.The return of stock A is ☐ %. (Round to two decimal places.)Data table(Click on the following icon in order to copy its contents into a spreadsheet.)Realized ReturnsYearStock AStock B201715%24%201812%22%20199%10%2020-4%-4%20214%-3%202211%22%

Standard deviation is the measure of risk and volatility of the stock it should be measured as…

sing the data in the following table, and the fact that the correlation of A and B is 0.06, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in s me return of stock A is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year Stock A Stock B 2017 -15% 24% 2018 12% 22% 2019 9% 10% 2020 4% -4% 2021 4% -3% 2022 11% 22% - - X

sing the data in the following table, and the fact that the correlation of A and B is 0.06, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in s me return of stock A is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year Stock A Stock B 2017 -15% 24% 2018 12% 22% 2019 9% 10% 2020 4% -4% 2021 4% -3% 2022 11% 22% - - X

Corporate Fin Focused Approach

5th Edition

ISBN:9781285660516

Author:EHRHARDT

Publisher:EHRHARDT

Chapter6: Risk And Return

Section: Chapter Questions

Problem 14P

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