You have two risky assets. Asset A has a standard deviation of $10\%.$ Asset B has a standard deviation of $6\%.$ You create a combined portfolio with $50\%$ in Asset A and $50\%$ in Asset B$.$ If the standard deviation of the combined portfolio is $8\mathrm{.}0\%,$ this suggests that

Asset A and Asset $B$ are perfectly negatively correlated

Asset A and Asset B are correlated, but, have a correlation coefficient of less than $1\mathrm{.}0$

The answer cannot be determined with the information provided.

Asset A and Assset $B$ are perfectly positively correlated