Consider the data provided in the table below for a portfolio of assets A and B. The portfolio weights and variances are given in the table. The variances are expressed in decimal form. For? example, if the standard deviation is? 50%, then the variance is 0.52 ? = 0.25. The correlation of returns of the two assets is negative 0.56. What is the standard deviation of the? portfolio? Asset A Asset B Portfolio Weights 0.17 0.83 Variances 0.3249 0.2401 Standard Deviation 0.57 0.49 The standard deviation of the portfolio is nothing .