A portfolio is made up of $25\%$ of Stock $C$ and $75\%$ of Stock D$.$ Stock $C$ has a standard deviation of $6,$ and Stock $D$ has a standard deviation of $10.$ The correlation between stocks $C$ and $D$ is $0\mathrm{.}6.$ What is the portfolio risk, as measured by the portfolio variance?

$72$

$84\mathrm{.}9$

$81$

Can't be calculated without the covariance.

$16\mathrm{.}7$