Using the data in the following table, and the fact that the correlation of A and $B$ is $0\mathrm{.}16,$ calculate the volatility $($standard deviation$)$ of a portfolio that is $50\%$ invested in stock A and $50\%$ invested in stock $B.($Click on the following icon in order to copy its contents into a spreadsheet.$)$

Realized Returns

$\backslash$table$[[,$Stock A$,$Stock B$],[2008,-12\%,25\%$