You are creating a portfolio that consists of a stock fund and a bond fund. The standard deviations for the stock and bond funds are $0\mathrm{.}15$ and $0\mathrm{.}10,$ respectively. The correlation between these two funds is $0\mathrm{.}1.$ What is the minimum standard deviation of the portfolio?

A$.0\mathrm{.}087$

B$.0\mathrm{.}111$

C$.0\mathrm{.}296$

D$.0\mathrm{.}135$