A portfolio consists of two securities: a 90-day T-bill and the S\&P/TSX Composite. The expected return on the T-bill is 4.5%. The expected return on the S\&P/TSX Composite is 12% with a standard deviation of 20%. What is the portfolio standard deviation if the expected return for this portfolio is 15% ? 12.00%28.00%16.80%8.13%