There are only two possible states of the economy. State 1 has a 77% chance of occurring. In State 1, Asset A returns 5.25% and Asset B returns 8.25%. In State 2, Asset A returns -3.10% and Asset B returns -6.10%. A portfolio of just these two assets is invested 33% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns?