Assume portfolio ABC consists of $30\mathrm{.}0\%$ of Stock A and $70\mathrm{.}0\%$ of Stock B$.$ The returns of Stock A have exhibited a standard deviation of $16\mathrm{.}00\%$ and the returns of Stock B have a standard deviation of $17\mathrm{.}00\%.$ Assuming the correlation between the returns of Stock A and Stock B is $60\mathrm{.}00\%,$ calculate the volatility $($standard deviation$)$ of portfolio ABC:

Group of answer choices

$15\mathrm{.}271\%$

$2\mathrm{.}332\%$

$41\mathrm{.}696\%$

$17\mathrm{.}385\%$