Using the data in the following table, and the fact that the correlation of A and B is 0.51, 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.) Realized Returns Year 2008 Stock A Stock B -6% 28% 2009 15% 37% 2010 5% 11% 2011 -4% -5% 2012 1% -4% 2013 14% 21% The standard deviation of the portfolio is %. (Round to two decimal places.)