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Consider the following investment example where the covariance between stocks and bonds is -156.81.

Investment	Exp. Return (%)	Var of Return
100% Stocks	7.34	90.55
100% Bonds	2.82	38.42

What is the standard deviation (NOT VARIANCE) of the return an investment portfolio of 10% stocks and 90% bonds?

Round to two digits (e.g. 5.47%)