An investor can design a risky portfolio based on two stocks, A and B$.$ Stock A has an expected return of $18\%$ and a standard deviation of return of $20\%.$ Stock B has an expected return of $14\%$ and a standard deviation of return of $5\%.$ The correlation coefficient between the returns of A and B is $\mathrm{.}50.$ The risk$-$free rate of return is $10\%.$ The standard deviation of return on the optimal risky portfolio is $\_\_\_\_\_\_\_\_\_.$

A$.0\%$

B$.5\%$

C$.7\%$

D$.20\%$