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

a.0.2000

b.0.2600

c..04000

d.0.0676

e.Cannot be determined based on the information given