Using the data in the following table, and the fact that the correlation of A and B is 0.17, 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 -7% 29% 20% 22% 1% 6% - 2% - 10% 5% - 6% 7% 20% The standard deviation of the portfolio is %. (Round to two decimal places.)