The covariance between Rex Energy Corporation's (Ticker: REXX) returns and Exelon Corporation's (Ticker: EXC) returns is 0.0014949. Rex Energy Corporation has a standard deviation of returns of 14.7834 percent while Exelon Corporation has a standard deviation of returns of 5.41479 percent. Calculate the standard deviation of returns for a portfolio consisting of 53 percent Rex Energy Corporation stock and 47 percent Exelon Corporation stock