The return statistics for two stocks are given below:

$$ABC$1$Stock$$AStock$$B$2$Exp.$$return$0\mathrm{.}060\mathrm{.}0883$Variance$0\mathrm{.}11560\mathrm{.}07294$St$.$dev$\mathrm{.}0\mathrm{.}340\mathrm{.}275$Covariance$0\mathrm{.}06436$Correlation$0\mathrm{.}7$

What is the the standard deviation of the minimum variance portfolio?