Using the data in the following table, and the fact that the correlation of A and B is 0.50, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Year 2008 2009 Realized Returns Stock A Stock B -7% 28% 18% 35% 1% 6% - 3% -2% 2% - 4% 9% 27% 2010 2011 2012 2013 .. The standard deviation of the portfolio is%. (Round to two decimal places.)