I need help with the top question

You own 1,000 shares of Stock A which is currently trading at $18 per share and 900 shares of Stock B, which is currently trading at $22 per share. Stock A as an expected return of 21% with a return variance of 0.25, while Stock B as an expected return of 12% with a return variance of 0.09. What are the portfolio expected return and variance in each of the cases if the stocks are perfectly negatively correlated, uncorrelated, and perfectly positively correlated