4 pts Stock X has an expected return of 18.0 percent and a standard deviation of 22.0 percent Stock Y has an expected return of 12.5 percent and a standard deviation of 14.0 percent. A portfolio of Stocks X and Y comprises 65 percent of Stock X. The securities have a coefficient of correlation of 0.75. What is the portfolio variance? O 0.182649 O 0.033361 0 0.026114 O 0.028105