Using the data in the following table, and the fact that the correlation of A and B is 0.66, 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 - 2% 23% 16% 38% 7% 15% - 1% - 5% 2% 10% 7% 20% N The standard deviation of the portfolio is 1%. (Round to two decimal places.)