show how it got the right answer please

Question 13 Incorrect You invest 44% of your money in Stock A and the rest in Stock B. The variance of annual returns is 13% for Stock A and 51% for Stock B. The covariance between the two stocks is 0.12. What is the standard deviation of annual returns for the combination of the two stocks? Go out three decimal places - for example, write 39.6% as .396. O points out of 2 P Flag question Answer: .043 X This problem gives you practice switching between standard deviation and variance and also using covariance instead of correlation. By now you should be able to convert back and forth between these with ease and insert or substitute them into the portfolio variance formula appropriately. Always remember to take the square root of the variance formula if I ask you for the standard deviation. The correct answer is: 0.494