Given the following information, calculate the expected return and standard deviation of the following portfolio:Weight in the PortfolioExpected ReturnStandard DeviationCorrelation CoefficientStock A Stock B$0\mathrm{.}400\mathrm{.}6020\%25\%0\mathrm{.}300\mathrm{.}400\mathrm{.}05$Which of the following answers is closest to the Standard Deviation of the portfolio?$7\mathrm{.}49\%$

$21\mathrm{.}82\%$

$27\mathrm{.}36\%$

$36\%$