Using the data in the following table, and the fact that the correlation of A and B is 0.03, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 6% 30% 8% 20% 2% 1% -7% - 2% -5% 12% 15% 5% The standard deviation of the portfolio is %. (Round to two decimal places.) Enter your answer in the answer box and then click Check