Two assets are perfectly positively correlated. If $30\%$ of an investor's funds were put

in an asset with a standard deviation of $0\mathrm{.}2$ and the rest of the investor's funds were

invested in an asset with a standard deviation of $0\mathrm{.}4,$ what is the return variance of

the portfolio? Pick the closest number.

$0\mathrm{.}1156$

$0\mathrm{.}1479$

$0\mathrm{.}1378$

$0\mathrm{.}3400$

None of the above.