An investor has a two asset portfolio, each with a $50\%$ weight. The first has an expected return of $8\%$ and an expected standard deviation of $30\%.$ The second asset has an expected return of $7\%$ and an expected standard deviation of $10\%.$ The two assets have a correlation of $0\mathrm{.}7.$

What is the expected standard deviation of the portfolio?

$20\%$

$18\mathrm{.}84\%$

$35\mathrm{.}5\%$

$3\mathrm{.}55\%$