The standard deviation is just the square root of the variance. The variance is given by:

$\sigma^2_{A+B} = w_A^2 \sigma^2_A + w_B^2 \sigma^2_B + 2w_A w_B \text{Cov}(A, B)$

$= 0.3^2 \times 1234.56 + 0.7^2 \times 243.56 + 2 \times 0.3 \times 0.7 \times 25.56$

$= 241.19$

So the standard deviation of the portfolio (combined returns from these securities) is given by:

$\sigma_{A+B} = \sqrt{241.19} = 15.53$