The correlation between A and B is 0.50. Alice formed Portfolio X by investing in A and B. The expected return of Alice's portfolio is 0.19. Calculate the variance of Alice's portfolio. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).

Asset Expected Return Standard Deviation

A 0.15 0.41

B 0.26 0.53