Refer to the attachment, which provides expected returns for $2$ assets$-"$A$"$ & $"$B$"$ for $3$ different states of nature: Boom, Normal, & Recession. Each state is considered to be equally probable. Express your answer in percentage terms, rounded to $2$ decimal places $($ie $22\mathrm{.}00).$

Suppose that a portfolio is created with a $25\%$ invested in Asset A and $75\%$ invested in Asset B$.$ What is the expected standard deviation in returns for the portfolio? $($The answer is $1\mathrm{.}16$ but can you show me how you get this number?$)\backslash$table$[[,,$A$,$B$],[$Boom$,1/3,25\%,1\%],[$Normal$,1/3,5\%,5\%],[$Recession$,1/3,-5\%,12\%]]$