Calculate the SD of a 4-stock portfolio (equal weighting):

X(A) = 10%
SD(A) = 5%

X(B) = 15%
SD(B) = 12.5%

X(C) = 17.5%
SD(C) = 20%

X(D) = 30%
SD(D) = 22.5%

CORREL = 0.4

I have plugged in the values in the portfolio variance formula but I can't seem to get the right answer...

Portfolio Variance = (.1)^2(.05)^2 + (.15)^2(.125)^2 + (.175)^2(.2)^2 + (.3)^2(.225)^2 + 2(.1)(.15)(.05)(.125)(.4) + 2(.1)(.175)(.2)(.05)(.4) + 2(.1)(.3)(.05)(.225)(.4) + 2(.15)(.3)(.125)(.225)(.4) + 2(.175)(.3)(.2)(.225)(.4) = .009545313

Please check and correct!