An investor holds two risky assets. Asset 1 has expected return $R_1 = 12\\%$ and standard deviation $\\sigma_1 = 20\\%$, and Asset 2 has expected return $R_2 = 8\\%$ and standard deviation $\\sigma_2 = 10\\%$. The correlation between the assets is $\\rho = 0.5$. If the investor constructs a portfolio with a target expected return of $10\\%$, what is the standard deviation of this portfolio?