Haozhi has a portfolio of two stocks, ABC and $xYZ.$ ABC has a standard deviation of returns equal to $9\%$ while $xYZ$ has $8\%.$ Haozhi has $55\mathrm{.}9\%$ of his money invested with ABC and the rest in $xYZ.$ Given that the two stocks have a correlation of $-0\mathrm{.}1,$ what is the expected STANDARD DEVIATION $($not variance$)$ of the portfolio?

$[$Please give your answer in percent so that typing the answer $"5"$ means $5\%$ and $"10"$ is $10\%]$

Answer: $$