Calculate the standard deviation of a portfolio with 0.20 invested in Asset A, 0.35 invested in Asset B, and the rest invested in Asset C. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).

Std Dev(rA) = 0.46, Std Dev(rB) = 0.64, Std Dev(rC) = 0.54

Correlation(rA,rB) = -0.06, Correlation(rA,rC) = 0.38, Correlation(rB,rC) = 0.19