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The table below shows the returns of two stocks, A and B, over a period of 6 months. If you invest 65% of your capital

The table below shows the returns of two stocks, A and B, over a period of 6 months. If you invest 65% of your capital in Stock A, and the rest in Stock B, what would be the standard deviation of the returns of your portfolio, over the same period?

Month Stock A Stock B
Jan 1.0% 1.7%
Feb 1.2% -0.8%
Mar 0.5% -0.6%
Apr 0.2% 2.2%
May 1.1% -0.8%
June -0.2% 1.6%

Enter your answer as a percentage, rounded to 2 decimals, and without the percentage (%) sign. For example, if your answer is 0.123456, that's equivalent to 12.35%, so enter 12.35

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