Consider the data provided in the table below for a portfolio of Assets A and B$.$ The correlation of the two assets is $\backslash$rho $=-0\mathrm{.}9523.$ What is the standard deviation of the returns of the portfolio?

Asset A

Asset B

Portfolio Weights

$0\mathrm{.}33$

$0\mathrm{.}67$

Standard Deviation

$0\mathrm{.}5$

$0\mathrm{.}6$

Group of answer choices

$6\mathrm{.}25\%$

$25\%$

$35\%$

$55\%$