HandBook 6th上例题请教

xuchanggu

请教下第六版本上，第109页，例题5.5，FRM 2004年的考题，题号是-39.
请教应该如何解此题？
此题运用到的知识点又是哪几个？

没有此书的TX， 我把题目打出来
Consider a portfolio with 40% invested in asset X and 60% in asset Y. The mean and variance of return on X are 0 and 25 respectively. The mean and variance of return on Y are 1 and 121 respectively. The correlation coefficient between X and Y is 0.3. What is the nearest value for portfolio volatility?

a.9.51
b.8.60
c.13.38
d.7.45

望各位帮忙啊！多谢多谢！