Mock 2 final question (don't look if you haven't done) part, question, equation, standard

pogo

I’m convinced that the answer for the last question in mock 2 was wrong.
I’m not going to reproduce the question, but it was a portfolio standard deviation calculation where they used the formula:
std dev = [(w1^2)*(sdev1^2)+ (w1^2)*(sdev2^2) + 2 * w1 * w2 * sdev1 * sdev2 * Covariance of 1 & 2] ^ 1/2
Now, I thought that if you had the covariance, you leave out the sdev1 and sdev2 in the final part of the equation?
Am I going mad?