Using the data in the following table, and the fact that the correlation of A and B is 0.48, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B.

Realized Returns \begin{tabular}{rrr} \cline { 2 - 3 } Year & Stock A & Stock B \\ \hline 2008 & 10% & 21% \\ 2009 & 20% & 30% \\ 2010 & 5% & 7% \\ 2011 & 5% & 3% \\ 2012 & 2% & 8% \\ 2013 & 9% & 25% \\ \hline \end{tabular}