A portfolio has $60\%$ of its funds in stock A and $40\%$ in stock B$.$ The correlation between stocks A and B is $0\mathrm{.}5.$ Stock A$\text{'}$s standard deviation is $10\%,$ stock B$\text{'}$s standard deviation is $20\%.$ How much is the portfolio's standard deviation?

$14\mathrm{.}4\%$

$12\mathrm{.}0\%$

$11\mathrm{.}0\%$

$11\mathrm{.}5\%$

$12\mathrm{.}2\%$