Drew can design a risky portfolio based on two risky assets, Origami and Gamiori. Origami has an expected return of $13\%$ and a standard deviation of $20\%.$ Gamiori has an expected return of $6\%$ and a standard deviation of $10\%.$ The correlation coefficient between the returns of Origami and Gamiori is $0\mathrm{.}20($negative $0\mathrm{.}20).$ The risk$-$free rate of return is $2\%.$ Among all possible portfolios constructed from Origami and Gamiori, what is the lowest standard deviation?

$11\mathrm{.}60\%$

$15\mathrm{.}72\%$

$24\mathrm{.}14\%$

$8\mathrm{.}14\%$