Using the data in the following table, and the fact that the correlation of A and B is 0.34, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 13% 25% 2009 17% 35% 2010 8% 3% 2011 6% 6% 2012 1% 10% 2013 13% 20% The standard deviation of the portfolio is nothing%. (Round to two decimal places.)