Security A has an expected retum of $12\%$ and a standard deviation of $14\%.$ Security B has an expected return of $10\%$ and a standard deviation of $8\%.$ The correlation between A and B is $1\mathrm{.}00.$ If you invest $20\%$ in A and the rest in B$$What is the standard deviation of your portfolio?

A$)10\mathrm{.}00\%$ B$)9\mathrm{.}28\%$ C$)8\mathrm{.}38\%$ D$)9\mathrm{.}20\%$ Answer is D$)9\mathrm{.}20\%$ PLEASE PROVIDE STEPS HOW TO GET ANSWER. THANK YOU!