Using the data in the following table, and the fact that the correlation of A and $B$ is $0\mathrm{.}48,$ calculate the volatility $($standard deviation$)$ of a portfolio that is $70\%$ invested in stock A and $30\%$ invested in stock $B.($Click

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

The standard deviation of the portfolio is

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