You are planning to make investment into three stocks, stock A, stock B and stock C. If the following information is given for them (KA: Rate of return of stock A): Variance(KA)=120 Variance(KB)=286 Variance(KC)=125 Covariance(KA, KB)= - 98 Covariance (KA, Kc)=260 Covariance (KC, KB)= - 40 If you form a portfolio investing 5% of your savings into stock A (WA=5%), 5% of your savings into stock B (WB=5%) and 90% of your savings into stock C (WC=90%), what will be the standard deviation of rate of return of your portfolio?