please help me by answering the below question in detail!

3. You are the asset manager for a wealthy executive at a chemical manufacturer. Although your client is wealthy, they do not have a background in finance. They have comprised a portfolio of three assets, which they chose because they like the products these companies make. You would like to demonstrate to the client the risk associated with this portfolio, and decide that the first step towards doing this is to determine the standard deviation of the portfolio. You subscribe to a one-factor model that uses the market return as the factor, and note that the standard deviation of the market is 12.00%. After some linear regression analysis and further data collection from the client, you gather the below statistics of the portfolio assets. What is the standard deviation of the portfolio? (25 marks)