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. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 10% 16% 9% 36% 6% 15% 3% 4% -8% 7% 29% - 5% The standard deviation of the portfolio is %. (Round to two decimal places.)