Hi, I am having trouble determining how Standard Deviation was calculated in a covariance problem between stocks and bonds. The standard deviation of the stock is supposed to be 14.92 and the standard deviation of the bond is supposed to be 7.75 and I just don't understand how these numbers were arrived at. I have the following data, I also have it in Excel if you would like.

Probability: Stock Fund Bond Fund Product of deviation

0.3 -21 10 -210

0.4 3 0 0

0.3 17 -10 -170

Please help, thanks