Suppose stock return at time t can be decomposed into components related to market return and bond return as follow.

R_stk_t=0.05+0.8*R_mkt_t -0.2*R_bond_t+e_t

The variance of market return (R_mkt) is 0.09, the variance of bond return is 0.04 (R_bond), the covariance of bond and stock return is 0.05, the variance of e_t is 0.16 which is independent from market and bond returns, please compute the variance and volatility (standard deviation) of stock return R_stk.