00 State Probability 1 0.10 2 0.20 3 0.20 4 0.30 5 0.20 Return on Stock A 10% 13% 12% 14% 15% Return on Stock B 8% 7% 6% 9% 8% The variances of stocks A and B are and respectively. Multiple Choice 2.2%; 1.2% 1.5%; 1.9% 3.2%; 2.0% 0 1.5%; 1.1%