Assume stock A has a variance of $0\mathrm{.}0052$ and stock B has a variance of $0\mathrm{.}0005.$

The correlation coefficient between the returns of A and B is equal to $1.$ The investor takes a $1000$ long position in A and a $1000$ long position in B$.$

Question: Calculate the standard deviation of the returns of the portfolio. Round your answer to two decimals and ignore the $"\%"$ sign $($e$.$g$.$ enter $12\mathrm{.}3456\%$ as $12\mathrm{.}35).$