Using the data in the following table, and the fact that the correlation of A and B is 0.35, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -8% 16% 3% -2% 5% 9% Stock B 23% 34% 6% -8% -9% 15% The standard deviation of the portfolio is %. (Round to two decimal places.)