Using the data in the following table, and the fact that the correlation of A and B in 0.15, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B 19% Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 11% 11% 23% 7% -4% -7% 5% - 11% 6% 34% 9% The standard deviation of the portfolio is % (Round to two decimal places.)