Here are some historical data on the risk characteristics of Ford and Harley Davidson. Assume the standard deviation of the return on the market was $12\mathrm{.}0\%.$Beta: Forf: $1\mathrm{.}26,30\mathrm{.}9$; yearly standard deviation of returns $(\%).$A$.$ The correlation coefficient of Fords returns versus Harley Davidson is $0\mathrm{.}27.$ What is the standard deviation of a portfolio invested half in each share?