Scenario: You have a portfolio consisting of two stocks, A and B$.$ The expected returns of A and B are $8\%$ and $10\%,$ respectively. The standard deviation of A is $12\%,$ and B is $15\%.$ The correlation coefficient between A and B is $0\mathrm{.}5.$ Assume the portfolio is equally weighted.

Task: Calculate the expected return and standard deviation of the portfolio. The answer for standard deviance is $11\mathrm{.}72.$ How did they get $11\mathrm{.}72$ as SD