K Using the data in the following table, and the fact that the correlation of A and B is 0.41, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year Stock A Stock B 2008 -11% 16% 2009 19% 30% 2010 1% 5% 2011 -1% 7% 2012 4% 7% 2013 5% 29% The standard deviation of the portfolio is %. (Round to two decimal places.)