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 in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -5% 18% 14% 33% 79 7% -0% -7% 1% -12% 35% The standard deviation of the portfolio I (Round to two decimal places.)