Using the data in the following table, and the fact that the correlation of A and B is 0.33, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. to copy its contents into a spreadsheet.) Year 2008 2009 2010 Realized Returns Stock A Stock B - 10% 26% 16% 20% 6% 5% -5% - 5% 1% 15% 28% 2011 -7% 2012 2013 The standard deviation of the portfolio is %. (Round to two decimal places.)