Python: Applying volatility formula to data from multiple dataframes

Question

I have 3 dataframes which I have watered as shown below. df = stock weightage of 3 stocks (A,B,C), df2 = standard deviation fo 2 stocks, corr = correlation matrix of the 3 stocks

df = pd.DataFrame([[0.4, 0.2, 0.4], [0.1, 0.3, 0.6], [0.3, 0.2, 0.5], [0.3,0.3,0.4]], columns=['WA', 'WB','WC'])

    WA  WB  WC
0   0.4 0.2 0.4
1   0.1 0.3 0.6
2   0.3 0.2 0.5
3   0.3 0.3 0.4

df2 = pd.DataFrame([[0.5, 0.2, 0.4]], columns = ['stv_A', 'stv_B', 'stv_c'])

 stv_A  stv_B   stv_c
    0   0.5 0.2 0.4

cor = np.corrcoef([[0.1, .32, .2, 0.4, 0.8], [.23, .18, .56, .61, .12], [.9, .3, .6, .5, .3]])
corr = pd.DataFrame(cor, index=['A', 'B', 'C'], columns=['A', 'B', 'C'])​
       A             B         C
A   1.000000    -0.351531   -0.747365
B   -0.351531   1.000000    0.238102
C   -0.747365   0.238102    1.000000

I would need to apply a portfolio volatility formula to the above data as shown below https://i.stack.imgur.com/slJyQ.png

I have all the necessary data in the dataframe but do know how to apply the formula to it