Chapter 8 - 3.2 - first example

In the first example of 3.2 it states that the Poisson parameters of policies in a portfolio are not known but are equally likely to be 0.1 or 0.3.
So P(λi = 0.1) = 0.5 and P(λi = 0.3) = 0.5
E[λi] = 0.2 which I understand is a weigthed average of 0.1 and 0.3.
But how is var[λi] = 0.01 calculated?

Thanks

 

(Xi-Xbar)^2/n=((0.1-0.2)^2+(0.3-0.2)^2)/2=0.01