Question 20 1 pts There are two risky assets. The first is a stock fund, and the second is a long-term government and corporate bond fund. The probability distribution of risky funds is as follows: Expected ret. std. dev. stock fund 0.11 0.25 bond fund 0.5 0.1 The correlation between the fund returns is -0.67. T-bill rate is 0.3. A portfolio has 40% of assets invested in the stock fund and 60% of assets invested in the bond fund. What is the standard deviation of the portfolio? Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321