Realized Returns
Year	Stock A	Stock B
2017	15%		28%
2018	18%		37%
2019	4%		4%
2020	1%		1%
2021	1%		12%
2022	7%		30%

Using the data in the following table, and the fact that the correlation of A and B is 0.24, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B.

The return of stock A is (Round to two decimal places.) The return of stock B is (Round to two decimal places.) The variance of stock A is (Round to five decimal places.) The variance of stock B is (Round to five decimal places.) The standard deviation of stock A is (Round to two decimal places.) The standard deviation of stock B is (Round to two decimal places.)