Given the following information:

${}_{AB}=0\mathrm{.}313,{}_{BC}=0\mathrm{.}374,{}_{AC}=0\mathrm{.}321$

What is the standard deviation of the portfolio's expected return?

$0\mathrm{.}00$

$0\mathrm{.}04$

$0\mathrm{.}06$

$0\mathrm{.}05$

$0\mathrm{.}03$