Problem $6\mathrm{.}1($b$)$

A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long$-$term government and corporate bond fund, and the third is

a T$-$bill money market fund that yields a sure rate of $5\mathrm{.}6\%.$ The probability distributions of the risky funds are:

The correlation between the fund returns is $0\mathrm{.}0600.$

What is the standard deviation for the minimum$-$variance portfolio of the two risky funds? $($Do not round intermediate calculations. Enter your answer in

percentage points. Round your answers to $2$ decimal places.$)$