The standard deviation of returns for Oakman and Stanford Corporation are $14\%$ and $12\%$ respectively. If the correlation between the two stocks is $0\mathrm{.}25.$ A portfolio consisting of $35\%$ invested in Oakman and $65\%$ in stanford a volatility of$?$

a$.35\mathrm{.}0\%$

b$.12\mathrm{.}7\%$

c$.10\mathrm{.}2\%$