Asset A earns $2\%,0\mathrm{.}4\%,9\mathrm{.}2\%,$ or $-6\mathrm{.}1\%$ in states $1$ through $4.$ Asset B earns $8\%,3\mathrm{.}9\%,5\mathrm{.}9\%,$ or $-1\mathrm{.}1\%.$

Asset A $2\%0\mathrm{.}4\%9\mathrm{.}2\%-6\mathrm{.}1\%$

Asset B $8\%3\mathrm{.}9\%5\mathrm{.}9\%-1\mathrm{.}1\%$

What is the standard deviation for a portfolio AB that invests $31\%$ in A and $(1-31\%)$ in B$?$

round to $4$ decimal places!!!!