Using the data in the following table, and the fact that the correlation of A and B is 0.57, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 4% 17% 13% 35% 6% 6% -5% -5% 5% - 13% 11% 30% The standard deviation of the portfolio is %. (Round to two decimal places.)