There are one riskless bond and a bunch of stocks with risk in the market. For the expected profit r>1 (or r=1) the minimum variance of the profit rate for the risk papers is

σ^2(r)=r^2-2r+2.

Let's asume that we have a portfolio with both riskless bonds and stocks with risk. When expected profit r=8, the variance of the profit rate is 45. What is the minimum variance of the profit rate when r=2?

Is there anyone who could help me with this? I have tried to solve this in many ways, but I never get the answer.