You have $50,000 in cash and you would like to allocate it between the common stock of Coca-Cola (KO) and Exxon Mobil Corp (XOM). You know the risk-free rate is 1.0% and the market return is 9%. In addition, you have the following information about the two stocks:

Coke: Mean Return = 12% and Standard Deviation = 21%

Exxon: Mean Return = 20% and Standard Deviation = 42%

Covarriance = -0.1%

What would the variance of this portfolio have been?