Using the data in the following table, and the fact that the correlation of A and B is 0.69, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 1% 15% 11% 30% 10% 4% - 2% -5% 3% -5% 15% 31% The standard deviation of the portfolio is %. (Round to two decimal places.)