Using the data in the following table, and the fact that the correlation of A and B is 0.20, 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 Realized Returns Stock A Stock B 13% 21% 6% 24% 9% 12% - 2% -5% 4% -9% 31% 2013 13% The standard deviation of the portfolio is %. (Round to two decimal places.)