Using the data in the following table, and the fact that the correlation of A and $B$ is $0\mathrm{.}48,$ 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.$)$

$\backslash$table$[[$Realized Returns$],[$Year$,$Stock A$,$Stock B$],[2008,-10\%,21\%$