A portfolio is composed of two stocks, A and B$.$ Stock A has a standard deviation of return of $24\%$ while stock B has a standard deviation of return of $18\%.$ Stock A comprises $60\%$ of the portfolio while stock B comprises $40\%$ of the portfolio. If the correlation coefficient between the returns on A and B is $0\mathrm{.}583,$ then the standard deviation of return on the portfolio is $\_\_\_\_\_\_\_\_\_.$

$0\mathrm{.}583$

$0\mathrm{.}327$

$0\mathrm{.}195$

$0\mathrm{.}038$