Stock A has an expected return of 10 percent and a standard deviation of 5 percent. Stock B has an expected return of 15 percent and a standard deviation of 20 percent. The correlation between the two shares is 0.25. You can invest risk free at a 5 percent interest rate. What is the standard deviation for a portfolio with weights of 25 percent in A, 25 percent in B, and 50 percent in the risk-free asset