Consider an investor with a 3 asset portfolio. Fifty percent of the investors portfolio is invested in common stock with an expected return of 11%, an additional thirty percent of the investors portfolio is invested in corporate bonds with an expected return of 6%, while the remaining twenty percent of the portfolio in invested in real estate which offers an expected return of 14%. The standard deviation of return for the three individual investments are 23%, 9%, and 32% respectively. If the correlation coefficient between the stock and bond returns is 0.60, the correlation coefficient between the bond and real estate returns is 0.70, and the correlation coefficient between the stock and real estate returns is 0.80, what is the standard deviation of expected return for this portfolio?

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