Using the data in the following table, and the fact that the correlation of A and B is 0.33, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 6% 30% 6% 25% 5% 13% - 8% -8% 2% - 6% 13% 21% .. The standard deviation of the portfolio is %. (Round to two decimal places.)