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A company has invested $ 9 0 0 , 0 0 0 in a diversified portfolio and is considering investing $ 1 0 0 ,

A company has invested $900,000 in a diversified portfolio and is considering investing $100,000 in a risk-free state bond with a 0.42% monthly yield. The financial director of the company presents the following information:
Expected Monthly Returns % Standard Deviation of Monthly Returns %
Initial portfolio 0.752.62
Government bond 0.42
Calculate the standard deviation of the new portfolio of the new portfolio (which includes the government bond).

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