Consider an MNC that is exposed to the Indian Rupee (R) and the Mexican Peso (P). Assume 40% of the MNC's funds are in Rupees and 60% are in Pesos. The standard deviation of exchange movements is 10% for Rand 15% for P. The correlation coefficient between the Rupee and the Peso is 0.45. Based on this information, compute the standard deviation of this portfolio of funds. 11.38% O 12.94% 8.04% 7.26% O 10.35%