Using the data in the following table, and the fact that the correlation of A and $B$ is $0\mathrm{.}30,$ calculate the

volatility $($standard deviation$)$ of a portfolio that is $80\%$ invested in share A and $20\%$ invested in share B$.$ Click on the

icon located on the top$-$right corner of the data table below to copy its contents into a spreadsheet.

The standard deviation of the portfolio is

$\%.($Round to two decimal places.$)$