Mathematically derive the formula for variance of a portfolio made up of two individual stocks A and B, if the discrete distribution of stock A and B are known.

Consider the following two securities X and Y.Consider the following two securities X and Y. A. 9.875%,0.975 B. 8.875%,0.975 C. 20.5%,1.250 D. 10.125,1.025 Consider the following two securities X and Y.Consider the following two securities X and Y. A. 9.875%,0.975 B. 8.875%,0.975 C. 20.5%,1.250 D. 10.125,1.025