Stock A has an expected return of $10\mathrm{.}00\%$ and standard deviation of $9\mathrm{.}00\%$; Stock B

has an expected return of $12\mathrm{.}00\%$ and standard deviation of $5\mathrm{.}00\%$; and the

correlation coefficient between stocks A & B is $1\mathrm{.}00\%.$ What is the standard

deviation of the portfolio made up of $50\mathrm{.}00\%$ stock A and $50\mathrm{.}00\%$ stock B$?$

$0\mathrm{.}27\%$

$1\mathrm{.}56\%$

$4\mathrm{.}69\%$

$5\mathrm{.}17\%$