Table $1$ Single Model Regression results

Stock A$.1\mathrm{.}2\%.0\mathrm{.}84\mathrm{.}7\%$

Stock B$.1\mathrm{.}3\%.1\mathrm{.}8.5\mathrm{.}6\%$

Stock C$.0\mathrm{.}6\%.1\mathrm{.}4.4\mathrm{.}7\%$

Table $1$ above contains the results of estimating a single index model for securities A$,$ B$,$ and C against the S&P $500$ as a benchmark for the market. Using the Treynor$-$Black model, an investment manager can form an active portfolio of these three stocks to then what would be the resulting standard deviation of the residuals for this active portfolio?