An investor can design a risky portfolio based on two stocks, A and B$.$ The standard deviation of return on stock A is $25\%$ while the standard deviation on stock B is $15\%.$ The correlation coefficient between the return on A and B is $0\mathrm{.}40.$ What is the standard deviation of return on the minimum variance portfolio?

Do not enter $\%$ in the answer box. For example, if your answer is $0\mathrm{.}12345$ or $12\mathrm{.}345\%$ then enter as $12\mathrm{.}35$ in the answer box.