The variance of ABC is estimated to be $0\mathrm{.}0108,$ while the variance of CBA is estimated to be $0\mathrm{.}0000.$ The covariance between ABC and CBA is estimated to be $0\mathrm{.}0000.$

What is the standard deviation of a two stock portfolio if $0\mathrm{.}37$ of your money is placed in ABC and $0\mathrm{.}63$ of your money is placed in CBA.

Portfolio Standard Deviation $=$