You have a portfolio consisting of only two assets: $100,000 worth of Stock A, which has a standard deviation of returns of 10%, and $400,000 worth of Stock B, which has a standard deviation of returns of 30%. A and B have a correlation coefficient a 1.0. What is the variance of the portfolio?

a.0.2000

b.0.2600

c..04000

d.0.0676

e.Cannot be determined based on information given

Please NO Excel calculations, please show all work.