The CRO of a small bank is estimating the volatility of the bank's asset portfolio using its key rate 01s, in preparation for calculating the bank's market risk capital. The portfolio is only exposed to 2-year and 10-year spot rates. Relevant information on market rates and the portfolio is as follows:

| | 2-year | 10-year |

|---|---|---|

| Standard deviation of daily changes in the spot rate (in bps) | 4 | 11 |

| Correlation between spot rate | 0.6 | 0.6 |

| Portfolio key rate 01s (CAD) | 52 | 97 |

Given the above information, what is the standard deviation of the daily change in portfolio value?