There are only two possible states of the economy. State 1 has a 71% chance of occurring. In State 1, Asset A returns 6.00% and Asset B returns 9.00%. In State 2, Asset A returns -3.40% and Asset B returns -6.40%. A portfolio of just these two assets is invested 39% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns?