PLEASE USE EXCEL TO SOLVE THE FOLLOWING QUESTION AND SHOW ALL WORK. ALSO, THE CORRECT ANSWER SHOULD BE 10%! THANK YOU!

You are choosing among three retirement funds. Alpha Fund has an expected return of 24% and a standard deviation of 10%. Beta Fund has an expected return of 41% and a standard deviation of 35%. Gamma Fund has an expected return of 22%. If according to the mean-standard deviation rule the Gamma Fund would never be chosen, then the Gamma Fund's standard deviation must be greater than what? Gamma Fund's standard deviation must be greater than \%. (Round to one decimal place.)