You are given the following information about the annual returns of two stocks, X andY:• The expected returns of X and Y are 10% and 12%• The standard deviation of the returns of X and Y are 0.15 and 0.2• The correlation coefficient is ρxy = 0.5• The expected return of a portfolio consisting only of stocks X and Y is 11.2%.Calculate the variance of the portfolio return.
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