Asset A earns $1\mathrm{.}4\%,4\mathrm{.}8\%,2\mathrm{.}2\%,$ or $-5\mathrm{.}8\%$ in states $1$ through $4.$ Asset B earns $5\mathrm{.}3\%,6\mathrm{.}2\%,5\mathrm{.}2\%,$ or $-4\mathrm{.}2\%.$

Asset A $1\mathrm{.}4\%4\mathrm{.}8\%2\mathrm{.}2\%-5\mathrm{.}8\%$

Asset B $5\mathrm{.}3\%6\mathrm{.}2\%5\mathrm{.}2\%-4\mathrm{.}2\%$

What is the standard deviation for a portfolio AB that invests $28\%$ in A and $(1-28\%)$ in B$?$ Report answer to the four decimal place.