You invest $3 million in the US market portfolio and $7 million in the foreign portfolio. What is the variance of your portfolio?

U.S. market portfolio: Variance: 0.25 Expected rate of return: 0.12 Foreign portfolio: Variance estimated based on dollar rate of return: 0.64 Expected dollar rate of return: 0.15 Correlation Coefficient (estimated based on dollar rate of return) between the U.S. market portfolio and the foreign portfolio: 80