Stock A has an expected return of $18\%$ and a standard deviation of $33\%.$ Stock B has an expected return of $13\%$ and a standard deviation of $17\%.$ The risk$-$free rate is $3\mathrm{.}6\%$ and the correlation between Stock A and Stock B is $0\mathrm{.}2.$ Build the optimal risky portfolio of Stock A and Stock B$.$ What is the standard deviation of this portfolio? Report answers to four decimal places