Using the data in the following table, $,$ and the fact that the correlation of A and B is $0\mathrm{.}65,$ calculate the volatility $($standard deviation$)$ of a portfolio that is $80\%$ invested in stock A and $20\%$ invested in stock $B.$

The return of stock $A$ is

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

Data table

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

$\backslash$table$[[$Realized Returns$],[$Year$,$Stock A$,$Stock B$],[2017,-11\%,12\%$