Question: How do I approach solving this question? Let the correlation coefficient between the returns of Stock X and Y equal 1. Let the standard deviation

How do I approach solving this question?

Let the correlation coefficient between the returns of Stock X and Y equal 1. Let the standard deviation Stock X equal 25% and the standard deviation of stock B be 50%. If the investor invests 40% of her wealth in Stock X and the remainder in Stock Y, then the variance of the portfolio is:

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