Calculate the standard deviation for a portfolio of two REITs given the following information: weight in REIT A = 60%; weight in REIT B = 40%; beta of REIT A = 0.50; beta of REIT B = 1.50; standard deviation of REIT A returns = 5.00% per year; standard deviation of REIT B returns = 7.00% per year; the coefficient of correlation between REIT A and REIT B = -0.50; the expected return of the market portfolio = 8.00% per year; and the riskfree rate of return = 2.00% per year. (Answer in percentage points to two decimal places)