Using the data in the following table, and the fact that the correlation of A and B is 0.65, 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% 20% 8% 25% 3% 29% - 3% - 10% 1% -10% 15% 35% The standard deviation of the portfolio is (Round to two decimal places.)