You construct a portfolio containing two stocks, X and Y. You invest 80% of your funds in Stock X and the remainder in Stock Y. Stock X has an expected return of 6.1% and has a standard deviation of 13%. Stock Y has an expected return of 12.7% and has a standard deviation of 21%. The covariance between the two stocks is 0.00273. What is the standard deviation of the returns on the portfolio?