Variance of a sum of Brownian motion

Let $W_t$ be a standard Brownian motion. Compute $\operatorname{Var}(W_1 + W_2)$ .

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$W_1$ and $W_2$ are dependent. Use $\operatorname{Var}(A+B)=\operatorname{Var}A+\operatorname{Var}B+2\operatorname{Cov}(A,B)$ .
For Brownian motion $\operatorname{Cov}(W_s,W_t)=\min(s,t)$ - here that covariance is $1$ .

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