The portfolio C contains a risk-free asset and a risky portfolio, and the risky portfolio includes stocks X, Y, and Z. The standard deviation of the returns for the risky portfolio is 10%, and the weight of the risk-free asset in the portfolio C is the same as the weight of stock Z in the risky portfolio. If the sum of the weights of X and Y in the risky portfolio is 60%, what would be the standard deviation of the portfolio C?