Using the data in the following table, and the fact that the correlation of A and B is 0.44, calculate the volatility (standard deviation) of a portfolio that a 50% invested in block A and 50% invented in stock B Realized Returns Year Stock A Stock 2008 -7% 2000 1046 33% 2010 4% 4% 2011 -5% -0% 2012 3 12 2013 14 15% The standard deviation of the portfolio - Round to two duomat places)