Two risky assets. Their expected returns are $6\%$ and $11\%,$ their standard deviations are $16\%$ and $21\%,$ respectively.

Their correlation is $0\mathrm{.}12.$

If you want a portfolio to have an expected return of $10\%,$ then the portfolio standard deviation $($in $\%)$ is $\_$

$($keep $2$ decimal places$)$