Using the data in the following table, and the fact that the correlation of A and B is 0.06, 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.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B 11% 26% 11% 21% 9% 6% 1% - 1% 2% 10% 10% 30% The standard deviation of the portfolio is (Round to two decimal places.)