An equally weighted portfolio consists of 41 assets which all have a standard deviation of 0. The average covariance between the assets is 0. Compute...

An equally weighted portfolio consists of 41 assets which all have a standard deviation of 0.435. The average covariance between the assets is 0.061. Compute the standard deviation of this portfolio. Please enter your answer as a percentage to three decimal places (i.e. 12.345% rather than 0.12345 -- the percent sign is optional).