Using the data in the following table, and the fact that the correlation of A and B is 0.31, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon o in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -4% 28% 7% 27% 8% 10% - 2% - 5% - 14% 11% 23% 1% The standard deviation of the portfolio is %. (Round to two decimal places.)