You create a portfolio using two stocks A and B with correlation coefficient equal to $0\mathrm{.}6.$

You invest $40\%$ in A that has expected return $10\%$ and variance $0\mathrm{.}01$

You invest $60\%$ in B that has expected return $20\%$ and variance $0\mathrm{.}02$

What is the standard deviation of the portfolio?