Variance of a Portfolio?

Question

What is the variance of a portfolio whose weighting is equally divided between four assets with low correlations and standard deviations of 5%, 15%, 20% and 30%?

a. 17.50

b. 1.75

c. .70

d. .10

Answer 1

Answer is A) none of the other answers make sense.  If correlation is 0 than the answer would be the square root of .05^2 + .15^2 + .20^2 + .30^2