Ryan wishes to allocate his money between T-bills and the risky BJKHD fund. He expects there is a 20% chance of a recession, a 50% chance of normal growth, and a 30% chance of an expansion. On average, BJKHD has had returns of -5% in recessions, returns of 10% in normal growth periods, and returns of 15% in expansions. What is the standard deviation of a complete portfolio that has 60% of his investment dollars in the BJKHD and the remaining 40% of your investment dollars in T-bills yielding 2%?