I'm not sure how to compute the bottom half. Please show the exact formula you used.

CALCULATING THE RISK OF A TWO-ASSET PORTFOLIO An investor puts 60% of his investment into SPY, an S&P500 index ETF, and the remaining 40% into AGG, a U.S. Core Bond index ETF, creating a balanced portfolio. The standard deviation of SPY is 10.7%, while the standard deviation on AGG is 2.98%. Find the standard deviation of this portfolio if the correlation between the two instruments is -0.10. Asset Weight Expected return Standard deviation SPY 50% 8.60% 10.70% AGG 40% 3.82% 2.98% Correlation -0.1 Portfolio variance 0.004110674 Portfolio standard deviation 6.41% Expected portfolio return 6.69% Weight of CSCO Portfolio standard deviation Portfolio expected return 0% 5% 10% Portfolio Expected Return and Standard Deviation 15% 120.00% 20% 25% 100.00% 30% 35% 40% 80.00% 45% 50% 55% 60% Portfolio expected return 60.00% 40.00% 65% 70% 20.00% 75% 80% 0.00% 85% 0.00% 20.00% 40.00% 60.00% 80.00% 100.00% 120.00% 90% Portfolio standard deviation 95% 100%