The correlation between A and B is $-0\mathrm{.}40.$ Alice formed Portfolio X by investing in A and B$.$ The expected return of Alice's portfolio is $0\mathrm{.}16.$ Calculate the variance of Alice's portfolio.$$ Express your answer as a decimal with four digits after the decimal point $($e$.$g$.,0\mathrm{.}1234,$ not $12\mathrm{.}34\%).$

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AssetExpected ReturnStandard DeviationA$0\mathrm{.}140\mathrm{.}45$B$0\mathrm{.}290\mathrm{.}58$