Question 7 Unsaved The following statistics and estimates were compiled by Big Moon Bank regarding a proposed new branch office and the bank itself: Branch office expected return = 8% Standard deviation of branch return = 0.18 Existing banks expected return = 9% Standard deviation of existing banks return = 0.13 Branch asset value as a percentage of total bank assets = 0.25 Correlation of net cash flows for branch and bank as a whole = 0.23 What will be Big Moons overall standard deviation of returns after this branch is added? (Enter your answer as a number with 4 decimal places, e.g. 0.1111. DO NOT ENTER THE ANSWER AS A PERCENTAGE)