There is a risky portfolio composed to two stocks, A and B. The risky portfolio has a weight of 11% in Stock A. Stock A has a return of 11.00%, and a standard deviation of 8.30%. Stock B has a return of 19.70%, and a standard deviation of 18.60% Stock A and Stock B have a covariance equal to 0.010. There is a also risk free asset with a return of 2.40%. The consumer has a utility function given by: U = rc 302 What is the variance of the risky portfolio