Variance$/$Covariance MatrixSecurity ASecurity BMarketSecurity A$0\mathrm{.}003906250\mathrm{.}002218750\mathrm{.}00393250$Security B$0\mathrm{.}002218750\mathrm{.}005041000\mathrm{.}00514250$Market$0\mathrm{.}003932500\mathrm{.}005142500\mathrm{.}00302500$For the coming year, the risk$-$free rate is $2$ perfect, and the market risk premium is $5$ percent.Now, assume that you put $40$ percent of your money into Security A and the rest of your money into Security B$.$ What is the standard deviation of the resulting portfolio?O $5\mathrm{.}92\%06\mathrm{.}25\%06\mathrm{.}72\%$O $5\mathrm{.}73\%6\mathrm{.}01\%$