A risky portfolio P is composed of two stocks, A and B$.$

If Stock A comprises $40\%$ of the portfolio while stock B comprises $60\%$ of the portfolio. What is the standard deviation of the returns of this risky portfolio P$?$

Stock E$($r$)$ Standard Deviation Weight

A $18\%35\%40\%$

B $7\%15\%60\%$

Correlation coefficient $=0\mathrm{.}1.$

Group of answer choices

$17\mathrm{.}38\%$

$18\mathrm{.}72\%$

$19\mathrm{.}83\%$

$21\mathrm{.}35\%$