An analyst researches a portfolio that holds two securities$,$ Stock A and Stock B$,$ and collects the following data:

Expected Standard Deviation $(\backslash$sigma $)$

Asset Weights

Stock A

$0\mathrm{.}17$

$0\mathrm{.}25$

Stock B

$0\mathrm{.}08$

$0\mathrm{.}75$

The analyst determines that the correlation coefficient $(\backslash$rho $)$ between Stock A and Stock B is $0\mathrm{.}65.$ The expected variance of the portfolio is closest to:

$0\mathrm{.}0087$

$0\mathrm{.}0120$

$0\mathrm{.}0153$