Stock A Using the data in the following table, and the fact that the correlation of A and B is 0.03, 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.) Realized Returns Stock B - 12% 30% 2009 18% 24% 2010 6% -4% 2012 2% - 11% 7% Year 2008 10% 2011 (0/ 2013 19% (0/1 HERE (0 The standard deviation of the portfolio is % (Round to two decimal places)