Using the data in the following table, and the fact that the correlation of A and B is 0.49, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 10% 21% 20% 20% 2% 6% -6% - 10% 1% -5% 14% 26% The standard deviation of the portfolio is %. (Round to two decimal places.)