Portfolio Variance Equation (Expected Return vs no Expected Return)

I am trying to understand why the solution for the following problem does not include expected return:

Betsy Minor is considering the diversification benefits of a two stock portfolio. The expected return of stock A is 14 percent with a standard deviation of 18 percent and the expected return of stock B is 18 percent with a standard deviation of 24 percent. Minor intends to invest 40 percent of her money in stock A, and 60 percent in stock B. The correlation coefficient between the two stocks is 0.6. What is the variance and standard deviation of the two stock portfolio?

Answer given is: (0.40)^2 (0.18)^2 + (0.60)^2 (0.24)^2 + 2(0.4)(0.6)(0.18)(0.24)(0.6) = 0.03836. 0.038360.5 = 0.1959 or 19.59%.

The portfolio variance formula also has expected return in most places, why did they leave it out in this question (From portfolio management part 1)?

Why the difference between Portfolio Variance in the Statistical book and Schweser QuickSheet?

I thought portfolio variance was:

Weight of Asset A Squared x Variance of Asset A X Expected Return Asset A +Weight of Asset B Squared x Variance of Asset B X Expected Return Asset B + 2(weight AxWeightB)(Correlation x Std Dev A x Std Dev B)