Assume the variance (note: here is NOT standard deviation) of the U.S. market portfolio return is 1.82%, the variance (note: here is NOT standard deviation) of the nonU.S. portion of the world portfolio return is 1.71%, and the correlation between the U.S. and nonU.S. market portfolios is -0.47. Suppose you invest 25% of your money in the U.S. stock market and the other 75% in the nonU.S. portfolio. What is the standard deviation of your portfolio?

please show all work