I TOTULO Using the data in the following table, and the fact that the correlation of A and B is 0.44, calculate the volatility (standard deviation of a portfolio that is 60% invested in stock A and 40% invested in stock B. Realized Returns Stock A Stock B - 6% 17% 38% 10% 11% -2% - 1% 2% -3% 6% 22% Year 2008 2009 2010 2011 2012 2013 9% The standard deviation of the portfolio is %. (Round to two decimal places.)