Consider again a situation where you are an investment advisor and you have a client, Scotty M., who, thanks to your careful guidance and advice, holds a very well diversified portfolio. The value of that portfolio stands at $400,000. You estimate that its expected return is 6.7 percent and its standard deviation is 15%. Scotty M. comes to you with great news: She received another portfolio as a gift from family, valued at $100,000. After studying the position-level data of that new portfolio, you forecast its expected return at 12.5% and its standard deviation at 29\%. You also estimate that the correlation coefficient between Scotty's original portfolio and this new, gifted one is 0.3 . Suppose now Scotty decides to sell the new portfolio and invest proceeds in TBills. The TBill rate is 4 percent. Please find the standard deviation of her new overall portfolio (the one consisting of both the original portfolio and TBills). Enter your answer in units of percent, round it to one decimal place, and omit percentage signs (i.e., enter 20.46% as 20.5 )