Using the data in the following table, and the fact that the correlation of A and B is 0.59, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -4% 25% 7% 39% 2% 1% - 5% - 10% 2% -14% 13% 35% The standard deviation of the portfolio is %. (Round to two decimal places.)