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 80% investe- In stock A and 20% invested in stock 8. Realized Returns Year Stock A - 1% 12% 2010 9% 5% -2% -3% 1% -15% 5% 23% The standard deviation of the portfolio is %. (Round to two decimal places.) 2008 2009 Stock B 28% 26% 2011 2012 2013 Enter your answer in the answer box and then click Charvan