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Using the data in the following table, and the fact that the correlation of A and B is 0.37, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% 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 - 5% 29% 2009 10% 39% 2010 2% 1% 2011 - 10% -3% 2012 5% - 11% 2013 15% 23% The standard deviation of the portfolio is % (Round to two decimal places.)