Elon Tesler invests 56% of his funds in stock I and the balance in stock J. The standard deviation of returns on lis 18%, and on J it is 25%. Calculate the variance of portfolio returns, assuming the correlation is 0.7. For the standard deviations use decimals, not percents, in your calculations. . Do not round intermediate calculations. Round your answer to 4 decimal places. NOTE: The question is asking you to calculate the variance not the standard deviation of the portfolio return. . Portfolio variance