Two securities have the following characteristics:

Security A

Security B

Expected Return

$15\%$

$25\%$

Standard Deviation

$30\%$

$20\%$

Proportion

$45\%$

$55\%$

Beta

$0\mathrm{.}9$

$-0\mathrm{.}25$

Furthermore, the correlation of returns between the securities is $0\mathrm{.}65.$ Determine the risk $($standard deviation$)$ of the portfolio consisting of equal proportions of Securities A and B