An equity investor design a risky portfolio based on two securities: a stock fund (S) and a bond fund (B). The stock fund (S) has an expected return of 18% and a standard deviation of return of 20% . The bond fund (B) has an expected return of 14% and a standard deviation return of 6%. The correlation coefficient between the returns of S and B is .60. If the risk-free rate of return is 10%, what is the standard deviation of return on the optimal risky portfolio?