Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% in stock B. 9 The volatility of the portfolio is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Year Stock A Stock B 2010 2011 2012 2013 2014 2015 -10% 19% 4% -3% 5% 12% 19% 39% 24% -8% -8% 35%

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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Using the data in the following table,
calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% in stock B.
The volatility of the portfolio is %. (Round to two decimal places.)
Data table
(Click on the following icon in order to copy its contents into a spreadsheet.)
Year
Stock A
Stock B
2010
2011
2012
2013
2014
2015
-10%
19%
4%
-3%
5%
12%
19%
39%
24%
-8%
-8%
35%
Print
Done
Х
Transcribed Image Text:Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% in stock B. The volatility of the portfolio is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Year Stock A Stock B 2010 2011 2012 2013 2014 2015 -10% 19% 4% -3% 5% 12% 19% 39% 24% -8% -8% 35% Print Done Х
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