Using the data in the following table, and the fact that the correlation of A and B is 0.66, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -8% 20% 17% 39% 7% 1% 10% 1% -5% 14% 26% -9% The standard deviation of the portfolio is %. (Round to two decimal places