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 $3\mathrm{.}5\%.($Round to two decimal places.$)$

The return of stock $B$ is $10\mathrm{.}67\%.($Round to two decimal places.$)$

The variance of stock $A$ is $($Round to five decimal places.$)$

The variance of stock $B$ is $($Round to five decimal places.$)$

The standard deviation of stock $A$ is

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

The standard deviation of stock $B$ is

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

The variance of the portfolio of $80\%$ stock A and $20\%$ stock B is $($Round to five decimal places.$)$

Data table

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

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

Please help with the last question "the variancr of the portfolio of $80\%$ Stock A and $20\%$ stoch B is $[$ANSWER$]($round to five decimal places$)$