Either Trabzonspor (TS) or Galatasaray (GS) will be the champions this season. If TS is the champions, TS stock will go up by 10% and GS stock will go down by 40%. If GS is the champions, GS stock will go up by 40% and TS stock will go down by 10%. The chances that GS is the champions this season is 60%. What is the standard deviation of the portfolio returns that invests 50% to TS stock and 50% to GS stock? Choose the closest number below.