There are only two possible states of the economy. State 1 has a 45% chance of occurring. In State 1, Asset A returns 9.25% and Asset B returns 12.25%. In State 2, Asset A returns -4.70% and Asset B returns -7.70%. A portfolio of just these two assets is invested 65% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns?