Using the data in the following table, and the fact that the correlation of A and B is 0.36, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 Realized Returns Stock A Stock B -9% 22% 16% 35% 4% 4% -5% -5% 5% - 11% 15% 15% 2010 2011 2012 2013 The standard deviation of the portfolio is %. (Round to two decimal places.)