A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.6%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.0600. What is the standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Enter your answer in percentage points. Round your answers to 2 decimal places.)