You have 3 stocks in your portfolio. 20% of your portfolio is invested in Sigma, 50% in Phi, and 30% in Epsilon. Selected historical data for the 3 stocks is presented below.

Year	Sigma	Phi	Epsilon
2016	-3.2%	22.8%	22.7%
2017	12.4%	55.0%	-29.9%
2018	48.4%	40.7%	-3.8%
2019	-5.4%	20.7%	-15.1%
2020	42.2%	57.7%	9.5%
Average Return	18.88%	39.38%	-3.32%
Standard Deviation	25.17%	17.36%	20.54%

What was the standard deviation of returns on your portfolio over this time period?