Help solve the last part

Using the data in the following table, and the fact that the correlation of A and $B$ is $0\mathrm{.}68$ calculate the volatility $($standard deviation$)$ of a portfolio that is $70\%$ invested in stock A and $30\%$ investe in stock B$.$

The return of stock $A$ is

$\%.($Round to two decimal places.$)$

The return of stock $B$ is

$\%.($Round to two decimal places.$)$

The variance of stock $A$ is $0\mathrm{.}0059067.($Round to five decimal places.$)$

The variance of stock B is

$($Round to five decimal places.$)$

The standard deviation of stock $A$ is

$\%.($Round to two decimal places.$)$

The standard deviation of stock $B$ is

$\%.($Round to two decimal places.$)$

The variance of the portfolio of $70\%$ stock A and $30\%$ stock B is

$($Round to five decimal places.$)$

Data table

$($Click on the following icon $$ in order to copy its contents into a spreadsheet.$)$

Realized Returns

$\backslash$table$[[$Year$,$Stock A$,$Stock B$],[2017,-5\%,13\%$