The variance of ABC is estimated to be $0\mathrm{.}0136,$ 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 $0\mathrm{.}48$ of your money is placed in ABC and $0\mathrm{.}52$ of your money is placed in CBA.

Portfolio Standard Deviation $=$

Submit your answer using at least four decimal places of accuracy and to work your analysis using at least $4$ decimal places of accuracy. Place your answer as a decimal and not as a percentage $($for example, as $\mathrm{.}1111$ and not as $11\mathrm{.}11\%).$