Stock A has an expected return of $10\%$ and a standard deviation of $50\%.$ Stock B has an expected return of $8\%$ and standard deviation of $40\%.$ The stocks have a correlation of $-\mathrm{.}5.$ You put $60\%$ of you money in A and $40\%$ in B$.$ What is the portfolio's standard deviation?

a$.6\mathrm{.}8\%$

b$.22\mathrm{.}3\%$

c$.26\mathrm{.}0\%$

d$.34\mathrm{.}0\%$

e$.46\mathrm{.}0\%$