There are two possible outcomes: good and bad. In the good outcome, your portfolio has an expected return of 11 percent. In the bad outcome, your portfolio has an expected return of 0 percent. The probability of a good outcome is 0.48. What is your portfolio standard deviation? Answer in percent to 2 decimal places and do not include the % sign. For example, if the standard deviation is 2.04%, you should enter 2.04 as the answer.