Using the data in the following table, and the fact that the correlation of A and $B$ is $0\mathrm{.}23,$ 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.$)$

The standard deviation of the portfolio is

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