The stock market of country A has an expected return of 5 percent, and a standard deviation of expected return of 8 percent. The stock market of country B has an expected return of 15 percent and a standard deviation of expected return of 10 percent. Assume that the correlation of expected return between security A and B is 0.2. Calculate the standard deviation of expected return of a portfolio that has half of its money invested in A and half in B.