The table below shows the returns of two stocks, A and B, over a period of 6 months. If you invest 40% 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?

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 show work!

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%