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 0.15 0.30 0.20

Good 0.35 0.20 0.10

Poor 0.50 -0.20 -0.05

Variance(Stock C)=0.18

Covariance(Stock A, Stock C)=0.020

Covariance(Stock B, Stock C)=0.009

If you form a portfolio and invest 25% of your money into Stock A, 35% into Stock B and, 40% of it into Stock C, what will be the standard deviation of the portfolio? (Answer is rounded)