Using the data in the following table, and the fact that the correlation of A and B is 0.57, 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% 23% 17% 27% 5% 6% 7% -9% 3% -4% 7% 24% The standard deviation of the portfolio is %. (Round to two decimal places.)