As an individual investor, you have three funds to invest into. The first is an equity fund, the second is a corporate bond fund, and the third is a T-bill money-market fund (your risk-free asset).

Fund	Expected rate of return	Risk (Standard deviation)
Equity fund	19%	37%
Corporate bond fund	9%	16%
T-bill money market fund	4%

Correlation between equity fund and bond fund returns is -0.6.

Find the risk (standard deviation) of the optimal portfolio formed from Equity and Bond funds. (Do not round intermediate calculations; round your final answer to 4 decimals. Input percentages in a decimal form: e.g for 12.45% type in 0.1245).