Using the data in the following table, $,$ and the fact that the correlation of A and B is $0\mathrm{.}50,$ calculate the volatility $($standard deviation$)$ of a portfolio that is $75\%$ invested in stock A and $25\%$ invested in stock $B.$

The return of stock A is $2\mathrm{.}83\%.($Round to two decimal places.$)$

The return of stock B is $9\mathrm{.}16\%.($Round to two decimal places.$)$

The variance of stock $A$ is

$.($Round to five decimal places.$)$