Using the data in the following table, and the fact that the correlation of A and B is 0.80, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 5% 12% 19% 38% 6% 15% -8% -8% 3% - 12% 13% 32% The standard deviation of the portfolio is %. (Round to two decimal places.)