Using the data in the following table, and the fact that the correlation of A and B is 0.25, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -4% 22% 5% 31% 8% 9% 5% - 1% 4% - 10% 9% 26% The standard deviation of the portfolio is %. (Round to two decimal places)