Using the data in the following table, and the fact that the correlation of A and B is 0.57, 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 2010 2011 2012 Realized Returns Stock A Stock B -3% 27% 15% 38% 7% 5% - 2% - 1% 1% - 10% The standard deviation of the portfolio is (% (Round to two decimal places.)