X P 12-10 (similar to) Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.66, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -5% 17% 16% 33% 5% 14% -9% - 1% 5% -5% 11% 26% The standard deviation of the portfolio is %. (Round to two decimal places.)