Using the data in the following table, and the fact that the correlation of A and B is 0.83, 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 - 4% 13% 18% 38% 4% 4% - 4% -8% 1% - 6% 9% 26% The standard deviation of the portfolio is%. (Round to two decimal places.)