$\backslash$table$[[$Variance$/$Covariance Matrix$],[,$Security A$,$Security B$,$Market$],[$Security A$,0\mathrm{.}00390625,0\mathrm{.}00221875,0\mathrm{.}00393250],[$Security B$,0\mathrm{.}00221875,0\mathrm{.}00504100,0\mathrm{.}00514250],[$Market$,0\mathrm{.}00393250,0\mathrm{.}00514250,0\mathrm{.}00302500]]$

For the coming year, the risk$-$free rate is $2$ perfect, and the market risk premium is $5$ percent. Now, assume that you put $25$ percent of your money into Security A and the rest of your money into Security B$.$ What is the standard deviation of the resulting portfolio?

$5\mathrm{.}73\%$

$6\mathrm{.}25\%$

$6\mathrm{.}72\%$

$5\mathrm{.}92\%$

$6\mathrm{.}01\%$