Using the data in the following table, and the fact that the correlation of A and B is 0.34, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Realized Returns Year Stock A Stock B 2008 -2% 29% 2009 6% 29% 2010 2% 2011 -7% -3% 2012 -7% 2013 8% 22% 3% The standard deviation of the portfolio is % (Round to two decimal places.)