If you invest 70 percent your savings (out of a total of 100 percent) in a secutity with 13 percent expected return and a standard deviation of 16 percent and invest all of the remaining percentage of your savings in a security with 18 percent expected return and a standard deviation of 23 percent, what is the standard deviation of returns in percentage from his portfolio of two securities (to two decimal places)? Assume that the risk free rate of return is 5 percent and the correlation between the two securities is -0.0. (Your answer should be entered as a number and not after dividing by 100. So if the answer comes out to be, say, 2 percent, your should enter 2.00 and not 0.02)