Using the data in the following table, and the fact that the correlation of A and $B$ is $0\mathrm{.}74,$ calculate the volatility $($standard deviation$)$ of a portfolio that is $80\%$ invested in stock A and $20\%$ invested

in stock B$.($Click on the following icon in order to copy its contents into a spreadsheet.$)$

Realized Returns

The standard deviation of the portfolio is

$\%.($Round to two decimal places.$)$