Consider a financial market with two assets. Let X and Y be the stock returns of these assets. The joint probability distribution is given by

	Low return: Y=0	High return: Y=1
Low return: X=0	0.4	0.3
High return: X=1	0.2	0.1

Define R=1+X as the gross return in X. Compute the standard deviation of R.

(Enter your answer to two decimal places. For "0.72", you would write 0.72). Do not round.