An investor is trying to create a MINVAR $($minimum variance$)$ portfolio based on two stocks, X and Y$.$

The annual return on stock X is $9\mathrm{.}00\%,$ and on stock Y is $-5\mathrm{.}00\%.$

The standard deviation of annual return on stock X is $14\mathrm{.}00\%,$ and on stock Y is $10\mathrm{.}00\%.$

The correlation coefficient between the returns on X and Y is $-0\mathrm{.}70.$

How much is the annual standard deviation of the MINVAR portfolio?

Enter your answer in the following format: $0\mathrm{.}1234$

Hint: The answer is between $0\mathrm{.}0410$ and $0\mathrm{.}0564$