An investor considers two portfolios: $1)$ Portfolio A with a return of $10\%$ and a standard deviation of $20\%$ and $2)$ Portfolio $B$ with a return of $6\%$ and a standard deviation of $8\%.$ Assuming the correlation between A and B is $+1$ and he invests $40\%$ in A and $60\%$ in $B,$ what is the most likely range of the portfolio standard deviation?

a$.$ Between $6\%$ and $10\%.$

b$.$ Between $10\%$ and $13\%.$

c$.$ Between $13\%$ and $16\%.$

d$.$ Between $16\%$ and $20\%.$