Suppose you are holding a portfolio of Merck and CVS stock that puts positive weights on each stock (i.e., weights greater than 0). Merck has an expected return of 8% and a return standard deviation of 15%, while CVS has an expected return of 11% and a return standard deviation of 21%. Suppose that the correlation of the returns on the two stocks decreases from 0.4 to 0.3. The standard deviation of the returns on your portfolio would