Using the data in the following table, and the fact that the correlation of A and B is 0.28, 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 -9% 29% 19% 26% 8% 15% -6% - 1% 1% -6% 12% 16% The standard deviation of the portfolio is %. (Round to two decimal places.)