Using the data in the following table, and the fact that the correlation of A and B is 0.50, 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 12% 16% 17% 37% 8% 13% -7% -6% 3% - 12% 5% 33% The standard deviation of the portfolio is %. (Round to two decimal places.)