An investor invested $65\%$ of his money in Stock A and $35\%$ in stock B and constructed a portfolio. The return data for both stock A and B are given below:

Year

Return A $(\%)$

Weight $=0\mathrm{.}65$

Return B $(\%)$

Weight $=0\mathrm{.}35$

$20090\mathrm{.}521\mathrm{.}65$

$20105\mathrm{.}212\mathrm{.}15$

$20117\mathrm{.}230\mathrm{.}25$

$20121\mathrm{.}225\mathrm{.}32$

$20133\mathrm{.}223\mathrm{.}12$

$20146\mathrm{.}294\mathrm{.}26$

The Portfolio Variance is:

a$.$

$1\mathrm{.}6147$

b$.$

$0\mathrm{.}1425$

c$.$

$2\mathrm{.}7741$

d$.$

$1\mathrm{.}6656$