Question $6$

A portfolio is formed with the following $2$ stocks:

Desert, Inc. has a standard deviation of it's returns equal to $49\%$

Mountain, Inc. has a standard deviation of it's returns equal to $47\%$

$20\%$ of the portfolio is invested in Desert and the remainder of the portfolio is invested in

Mountain

The correlation coefficient $($between Desert's and Mountain's returns$)$ is equal to $-0\mathrm{.}3$

What is the standard deviation of the portfolio?

$($Answer to the nearest $0\mathrm{.}01\%)$