Using the data in the following table, and the fact that the correlation of A and B is 0.70, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -8% 13% 17% 28% 3% 11% -9% - 2% 4% - 4% 12% 24% The standard deviation of the portfolio is %. (Round to two decimal places.)