If a portfolio is made up of $50\%$ of Stock A and $50\%$ of Stock B$,$ is the portfolio's standard deviation assuming that the correlation between the two stocks is $0\mathrm{.}50.$

$5\mathrm{.}48\%$

$6\mathrm{.}58\%$

$8\mathrm{.}98\%$

$6\mathrm{.}32\%$