There are only two possible states of the economy. State 1 has a 55% chance of occurring. In State 1, Asset A returns 8.00% and Asset B returns 11.00%. In State 2, Asset A returns -4.20% and Asset B returns -7.20%. A portfolio of just these two assets is invested 55% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns?