There are only two possible states of the economy. State 1 has a 57% chance of occurring. In State 1, Asset A returns 7.75% and Asset B returns 10.75%. In State 2, Asset A returns -4.10% and Asset B returns -7.10%. A portfolio of just these two assets is invested 53% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns?