Consider an MNC hat is exposed the Taiwan dollar TWD and he Egyptian pound EGP). 25% of hc MNC's unds are Taiwan dollars and 75% are pounds. The standard deviation of exchange movements is 6% for Taiwan dollars and 6% or pounds. The correlation coefficient between movements in he value of e Tarwa do ar and the pound is 0 46 a e on his m mation, the standard uria on his two-currency portfolio is approximately (answer in 4 decimal places)