Using the data in the following table, and the fact that the correlation of A and B is 0.42, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 12% 20% 13% 31% 4% 7% - 10% 4% - 15% 14% 24% -9% The standard deviation of the portfolio is 16.6%. (Round to two decimal places.)