Using the data in the following table, and the fact that the correlation of A and $B$ is $0\mathrm{.}56,$ calculate the volatility $($standard deviation$)$ of a portfolio that is $60\%$ invested in share A and

$40\%$ invested in share B$.$ Click on the icon located on the top$-$right corner of the data table below to copy its contents into a spreadsheet.

Realised Returns

The standard deviation of the portfolio is

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