Stock A$\text{'}$s returns have a standard deviation of $0\mathrm{.}5,$ and stock B$\text{'}$s returns have standard deviation of$0\mathrm{.}6.$ The correlation coefficient between A and B equals $0\mathrm{.}5.$ What is the varieance of a porfolio composed of $70$ percent Stock A and $30$ percent Stock B$?$