Suppose a portfolio is made up of $2$ stocks, Stock A and Stock B with the proportion of the portfolio held in each stock in the table below.

The Expected Return E$($Return$),$ and Standard Deviation$($StDev$)$ of Return for each stock and Cov between Return on Stock A and Return on Stock B$,$ Cov$($A$,$B$),$ is also given in the table below.

E$($Return$)$

StDev$($Return$)$

Proportion of portfolio in each stock

Stock A

$14$

$26$

$0\mathrm{.}60$

Stock B

$8$

$14$

$0\mathrm{.}40$

Cov$($A$,$B$)$

$72\mathrm{.}8$

Using this information, the Variance of the Porfolio Return $($ rounded if necessary$)$