Using the data in the following table, and the fact that the correlation of A and B is 0.67, 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 -7% 16% 15% 39% 9% 11% - 5% - 10% 1% - 15% 10% 28% The standard deviation of the portfolio is %. (Round to two decimal places.)