An investor can design a risky portfolio based on two stocks, A and B$.$ Stock A has an expected return of $9\mathrm{.}5\%$ and a standard deviation of return of $8\%.$ Stock B has an expected return of $5\%$ and a standard deviation of return of $2\%.$The correlation coefficient between the returns of A and B is $0\mathrm{.}75.$ The risk$-$free rate of return is $3\mathrm{.}5\%.$ The standard deviation of return on the optimal risky portfolio is $\_\_\_\_\_\_\_\_\_.$ Note: Express your answers in strictly numerical terms. For example, if the answer is $5\%,$ write $0\mathrm{.}05"$