correct answer?

You construct a portfolio containing two stocks, X and Y. You invest 85% of your funds in Stock X and the remainder in Stock Y. Stock X has an expected return of 7.0% and has a standard deviation of 11%. Stock Y has an expected return of 13.0% and has a standard deviation of 21%. The covariance between the two stocks is 0.02079. What is the variance of the returns on the portfolio? Select one: a. 0.015567 0 b. 0.015154 O C. 0.015036 d. 0.014693