correct answer?

You construct a portfolio containing two stocks, X and Y You invest 60% of your funds in Stock X and the remainder in Stock Stock X has an expected return of 70% and has a standard deviation of 13%. Stock Y has an expected return of 12.7% and has a standard deviation of 19% The correlation coefficient between the two stocks is 0,8 What is the variance of the returns on the portfolio? Select one a. 0.021345 b. 0.021540 c. 0,021651 d 0021880