Using the data in the following table, and the fact that the correlation of A and B is 0.55, 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 - 10% 21% 19% 39% 6% 1% - 10% - 6% 1% - 11% 7% 23% The standard deviation of the portfolio is %. (Round to two decimal places.)