Common stocks X$,$ Y$,$ and Z have the following characteristics with respect to expected

return, standard deviation, and correlation between them:

$R_j,{}_j,R_{j,k}$

Common stock $x,0\mathrm{.}12,0\mathrm{.}06$ between $x$ and $Y,0\mathrm{.}60$

Common stock $Y,0\mathrm{.}18,0\mathrm{.}09$ between $x$ and $Z,0\mathrm{.}80$

Common stock $Z,0\mathrm{.}09,0\mathrm{.}07$ between $Y$ and $Z,0\mathrm{.}70$

What is the standard deviation of a portfolio composed of $30\%$ of funds invested in stock $x,$

$50\%$ of funds in stock $Y,$ and $20\%$ of funds in stock Z$?$