Consider the data provided in the table below for a portfolio of assets A and B$.$ The portfolio weights and variances are given in the table. The variances are expressed in decimal form. For$$ example, if the standard deviation is$50\%,$ then the variance is $0\mathrm{.}52=0\mathrm{.}25.$ The correlation of returns of the two assets is $0\mathrm{.}50.$

Asset A Asset B

Portfolio Weights $0\mathrm{.}40\mathrm{.}6$

Variances $0\mathrm{.}010\mathrm{.}81$

Standard Deviation $0\mathrm{.}10\mathrm{.}9$

What is the standard deviation of the$$ portfolio?

Group of answer choices

$0\mathrm{.}25$

$0\mathrm{.}70$

$-1\mathrm{.}00$

$0\mathrm{.}52$