A portfolio consists of two securities $1$ and $2$ in the proportions $0\mathrm{.}6$ and $0\mathrm{.}4.$ The standard deviations of the returns of securities $1$ and $2$ are $10$ and $16$ respectively. The coefficient of correlation between returns on securities $1$ and $2$ is $0\mathrm{.}5.$ What is the standard deviation of the portfolio returns?