In a portfolio contains stock A and Stock B$.$ The expected return for stock A is $20\%,$ the standard deviation for stock A is $25\%.$ For stock B$,$ its expexcted return is $5\%,$ the standard deviation for stock B is $8\%.$ Given correlation for Stock A and Stock B is negative $0\mathrm{.}4.$ In Addition, the weighted of stock A in the portfolio is $120\%,$ the weighted of stock B is $-20\%,$ because you short $20\%$ stock B in order to magnify the weight of stock A$.$ Please calculate the standard deviation for this portfolio.