Using the data in the following table, and the fact that the correlation of A and B 1 0 34, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B is! Year 2008 2009 2010 2011 2012 2013 Realized Returns StockA Stock B - 1% 30% 10% 33% 9% 6% -29 -8% 5% 11% 26% an -13% an on The standard deviation of the portfolio is % (Round to two decimal places) on