A portfolio has 50% of its funds invested in Security One and 50% of its funds invested in Security Two. Security One has a standard deviation of 6%. Security Two has a standard deviation of 12%. The securities have a coefficient of correlation of 0.5. Which of the following values is the portfolio variance?

Can someone please show me the steps? I'm pretty sure I am using the correct formula, but I can't seem to get the correct answer.