The standard deviation of the portfolio is \%. (Round to two decimal places.)

Using the data in the following table, and the fact that the correlation of A and B is 0.43, 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 t:p, in order to copy its contents into a spreadsheet.) Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -9% 5% -6% 1% The standard deviation of the portfolio is Stock B 19% 21% 2% -4% -9% 24% . (Round to two decimal places.)