How do i go about this question?

You are holding stock A and would like to include B,C, or D to form an equal-weighted portfolio, AB,AC, or AD. A and B are positively correlated; A and C are negatively correlated; and A and D are uncorrelated (i.e., 0 correlation). Rank the standard deviations of the portfolio, AB,AC, and AD, in an descending order (the highest in the front): [Assume all the stocks have the same standard deviation] AC,AB,AD AB,AD,AC AC,AD,AB AD,AC,AB AB,AC,AD AD,AB,AC