A portfolio consists of two stocks: Stock A has an expected return of $12\%$ and a return variance

of $4\%,$ and Stock B has an expected return of $20\%$ and a return variance of $16\%.$ Stock A and

Stock B have a return correlation of $0\mathrm{.}6.$ The weights of Stock A and Stock B are $40\%$ and $60\%,$

respectively. What is the standard deviation of the portfolio's returns?