I need help calculating the variance for my two portfolio weights.

I have finished most of the question. "Call portfolio A the 50%-50% portfolio between COP and GIS, and call portfolio B the 50%-50% portfolio between ORCL and GIS. Conduct the same exercise (0-100, 10-90, 20-80, etc.) between portfolios A and B as you did in part (3) using individual stocks. Here, the 0-100 portfolio will be portfolio A, the 10-90 will be 10% portfolio A and 90% portfolio B, etc. For each of these mixes between portfolios A and B, calculate the expected return and standard deviation. HINT: Youll want to start by calculating the monthly returns of portfolios A and B, which will give you two time-series. Think about the returns of these 1portfolios just like you would think about the returns of individual stocks. For example, you have an estimate of the mean return of portfolio A, and an estimate of the volatility of portfolio A. Same for B. You can also calculate a sample covariance between the returns of portfolio A and portfolio B. You will use these quantities to trace out the curve required for this question."

I have the two times series located under the first graph. If you need more information, I am quick to respond. Thank you.

\begin{tabular}{|r|r|r|r|r|} \hline Portfolio A:50/50 GIS \& COP & Covariance of A\&B & \multicolumn{2}{|l|}{ Portfolio B: 50/50 ORCL \& GIS } \\ \hline Expected Return & Standard Deviation & & Expected Return & Standard Deviation \\ \hline 1.14% & 7.66% & 0.22% & 1.11% & 4.88% \\ \hline \end{tabular} \begin{tabular}{|r|r|r|r|r|r|} \hline Weights & & Expected & Variance & \multicolumn{2}{|c|}{ Standard deviation } \\ \hline Parts B & Part A & Return & & & \\ \hline 0% & 100% & 1.14% & 0.003452 & 5.88% & \\ \hline 10% & 90% & 1.11% & & 0.00% & \\ \hline 20% & 80% & 1.12% & & 0.00% & \\ \hline 30% & 70% & 1.12% & & 0.00% & \\ \hline 40% & 60% & 1.12% & & 0.00% & \\ \hline 50% & 50% & 1.13% & & 0.00% & \\ \hline 60% & 40% & 1.13% & & 0.00% & \\ \hline 70% & 30% & 1.13% & & 0.00% & \\ \hline 80% & 20% & 1.13% & & 0.00% & \\ \hline 90% & 10% & 1.14% & & 0.00% & \\ \hline 100% & 0% & 1.14% & & 0.00% & \\ \hline & & & & & \\ \hline \end{tabular} \begin{tabular}{|r|r|r|r|r|} \hline Portfolio A:50/50 GIS \& COP & Covariance of A\&B & \multicolumn{2}{|l|}{ Portfolio B: 50/50 ORCL \& GIS } \\ \hline Expected Return & Standard Deviation & & Expected Return & Standard Deviation \\ \hline 1.14% & 7.66% & 0.22% & 1.11% & 4.88% \\ \hline \end{tabular} \begin{tabular}{|r|r|r|r|r|r|} \hline Weights & & Expected & Variance & \multicolumn{2}{|c|}{ Standard deviation } \\ \hline Parts B & Part A & Return & & & \\ \hline 0% & 100% & 1.14% & 0.003452 & 5.88% & \\ \hline 10% & 90% & 1.11% & & 0.00% & \\ \hline 20% & 80% & 1.12% & & 0.00% & \\ \hline 30% & 70% & 1.12% & & 0.00% & \\ \hline 40% & 60% & 1.12% & & 0.00% & \\ \hline 50% & 50% & 1.13% & & 0.00% & \\ \hline 60% & 40% & 1.13% & & 0.00% & \\ \hline 70% & 30% & 1.13% & & 0.00% & \\ \hline 80% & 20% & 1.13% & & 0.00% & \\ \hline 90% & 10% & 1.14% & & 0.00% & \\ \hline 100% & 0% & 1.14% & & 0.00% & \\ \hline & & & & & \\ \hline \end{tabular}