The table below shows the returns of two stocks, A and B, over a period of 6 months. If you invest 80% 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

Please make sure the answer is correct. This is the second time I have had to ask this question because no one seems to know how to do it. The answer is not 0.40 or 0.36.