You have 3 stocks in your portfolio. 30% of your portfolio is invested in Sigma, 40% in Phi, and 30% in Epsilon. Selected historical data for the 3 stocks is presented below.

Year	Sigma	Phi	Epsilon
2016	11.20%	15.60%	19.80%
2017	-15.50%	29.00%	36.70%
2018	21.30%	8.90%	32.10%
2019	-8.70%	-12.70%	18.20%
2020	12.80%	21.90%	-17.40%
Average return	4.22%	12.54%	17.88%
Standard deviation	15.57%	15.95%	21.24%

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