your careful guidance and advice, holds a very well $400,000. You estimate that its expected return is 6.7 persified portfolio. The value of that portfolio stands at Scotty M. comes to you with great news: She received a 6.7 percent and its standard deviation is 15%. After studying the position-level data of that received another portfolio as a gift from family, valued at $100,000. standard deviation at 29%. You also estimate that the cortio, you forecast its expected return at 12.5% and its and this new, gifted one is 0.3 . Suppose now Scotty decides to sell the new portfolio and invest proceeds in TBills. The TBill rate is 4 percent. Please find the standard deviation of her new overall portfolio (the one consisting of both the original portfolio and TBills). Enter your answer in units of percent, round it to one decimal place, and omit percentage signs (i.e., enter 20.46% as 20.5 )