Using the data in the following table, and the fact that the correlation of A and B is 0.33, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 2% 13% 7% 22% 6% - 2% - 6% 5% -3% 5% 19% 9% The standard deviation of the portfolio is % (Round to two decimal places.)