Using the data in the following table, and the fact that the correlation of A and B is 0.29, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 2% 21% 2009 6% 33% 2010 10% 4% 2011 - 5% - 5% 2012 4% - 5% 2013 6% 35% The standard deviation of the portfolio is %. (Round to two decimal places.)