There are two stocks in the market, Stock A and Stock B. The price of Stock A today is $81. The price of Stock A next year will be $70 if the economy is in a recession, $93 if the economy is normal, and $103 if the economy is expanding. The probabilities of recession, normal times, and expansion are .26, .54, and .20, respectively. Stock A pays no dividends and has a correlation of .76 with the market portfolio. Stock B has an expected return of 14.6 percent, a standard deviation of 34.6 percent, a correlation with the market portfolio of .30, and a correlation with Stock A of .42. The market portfolio has a standard deviation of 18.6 percent. Assume the CAPM holds.

What is the standard deviation of a portfolio consisting of 70 percent of Stock A and 30 percent of Stock B?

I keep getting 14.70% but that's not the answer.