There are two risky assets. The first is a stock fund, and the second is a long-term government and corporate bond fund. The probability distribution of risky funds is as follows: std. Expected ret. dev. stock fund 0.19 1 0.21 bond fund 0.5 0.1 I The correlation between the fund retums is 0.99. T-bill rate is 0.13. A portfolio has 40% of assets invested in the stock fund and 60% of assets invested in the bond fund. What is the standard deviation of the portfolio