The following information for Stock A, Stock B and Stock C are given:

State of Economy	Probability of State	Stock A Return	Stock B Return
Boom	0.10	0.30	0.20
Good	0.45	0.20	0.10
Poor	0.45	-0.25	-0.06

Variance(Stock C)=0.008

Covariance(Stock A, Stock C)=0.020

Covariance(Stock B, Stock C)=0.007

If you form a portfolio and invest 20% of your money into Stock A, 35% into Stock B and, 45% of it into Stock C, what will be the standard deviation of the portfolio? (Answer is rounded)