A pension fund manager is considering three mutual funds: a stock fund, a bond fund and a T-bill money market fund. The T-bill fund yields a sure return of 5.5%. The probability distribution of the risky funds is shown in the table below. The correlation between the fund return is 0.15. Expected return Standard deviation Stock fund 15% 32% Bond fund 9% 23% What's the standard deviation of the return of the portfolio with 20% invested in stock fund and the rest in bond fund