Consider an MNC that is exposed to the Taiwan dollar (TWD) and the Egyptian pound (EGP). 25% of the MNC's funds are Taiwan dollars and 75% are pounds. The standard deviation of exchange movements is 10% for Taiwan dollars and 9% for pounds. The correlation coefficient between movements in the value of the Taiwan dollar and the pound is 0.39. Based on this information, the standard deviation of this two-currency portfolio is approximately

(answer in 4 decimal places)