Using the data in the following table, and the fact that the correlation of A and B is 0.74, calculate the volatility (standard deviation) of a portfolio that 80% invested in stock A and 20% invested in stock B. Year 2008 2009 Realized Returns Stock A Stock B - 2% 16% 19% 40% 1% 15% -7% - 2% 3% - 12% 10% 23% 2010 2011 2012 2013 The standard deviation of the portfolio is %. (Round to two decimal places.)