Homework: Lab 11 Score: 0 of 1 pt 6 of 15 (2 complete) X Problem 11-11 Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.39, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -7% 16% 20% 20% 5% 6% -4% - 2% 5% -3% 6% 18% The standard deviation of the portfolio is %. (Round to two decimal places.)