Using the data in the following table, and the fact that the correlation of A and B is 0.32, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year Stock A Stock B 2008 - 11% 24% 2009 17% 32% 2010 6% 15% 2011 -9% - 1% 2012 4% - 14% 2013 6% 23% The standard deviation of the portfolio is % (Round to two decimal places.)