Consider the following annual returns for two stocks, General Electric and Dyson Voltage: Year General Electric Dyson Voltage 2010 -18% -20% 2011 24% -8% 2012 15% 5% 2013 31% 1% 2014 -6% 34% 2015 4% 40% 2016 25% 2% 2017 2% 13% 2018 19% 50% 2019 20% 6% What would be the portfolio standard deviation for a portfolio that was 80% in General Electric and 20% in Dyson Voltage? Round to the nearest tenth of a percent