14. There are 2 stocks in the market. X has an expected return of 5% and a standard deviation of 20% and Y has an expected return of 15% and a standard deviation of 30%. The correlation between X and Y is 0.5. A portfolio is composed by a short position of stock X for $2000, an a long position of $3000 of B. What is the variance of the portfolio? 0.61