Consider the following information about two risky assets D and E and a risk-free asset: E(rp) = 8%, OD = 12%, E(re) = 12%, o = 20%, PDe=0.20, r4 = 4%. Assume an investor chooses WD = 0.4 and we = 0.6, the standard deviation of return for the portfolio is _%. (Note: Input your answer in XX.XX format, e.g., 10.00; round it to two decimal places if an exact decimal answer is not available.)