Using the data in the following table, and the fact that the correlation of A and B is 0.52, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -5% 27% 10% 35% 1% 3% -7% - 10% 3% - 15% 12% 29% The standard deviation of the portfolio is %. (Round to two decimal places.)