Using the data in the following table, and the fact that the correlation of A and B is 0.68, 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.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -8% 12% 20% 36% 7% 2% -8% - 3% 5% -3% 10% 29% The standard deviation of the portfolio is %. (Round to two decimal places.)