Stock A Stock B -2 13 16 31 6 11 2008 2009 2010 2011 2012 2013 -5 - -1 -13 2 6 33 in order Using the data in the following table, and the fact that the correlation of A and B is 0.65, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 2% 13% 16% 31% 6% 11% -5% - 1% 2% - 13% 6% 33% The standard deviation of the portfolio is %. (Round to two decimal places.)