Consider a portfolio of two assets, A and B$.$ Asset A has a return volatility $($standard deviation$)0\mathrm{.}1$ and

asset B has a return volatility $($standard deviation$)$ of $0\mathrm{.}2.$ The correlation coefficient is $-1.$

Calculate the return volatility $($standard deviation$)$ of a portfolio, which invests $80\%$ in asset A$.$

Which of the following statements is correct?