Using the data in the following table, and the fact that the correlation of A and B is 0.55, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 2% 18% 2009 12% 28% 2010 15% 2011 -2% -7% 2012 5% - 3% 2013 5% 20% 4% The standard deviation of the portfolio is %. (Round to two decimal places.)