Using the data in the following table, and the fact that the correlation of A and B is 0.37, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -5% 21% 20% 20% 8% 9% -6% -4% 4% -6% 6% 18% The standard deviation of the portfolio is %. (Round to two decimal places.) Using the data in the following table, and the fact that the correlation of A and B is 0.37, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -5% 21% 20% 20% 8% 9% -6% -4% 4% -6% 6% 18% The standard deviation of the portfolio is %. (Round to two decimal places.)