11 You decide to invest in a portfolio consisting of 31 percent Stock A, 42 percent Stock B, and the remainder In Stock C. Based on the following information, what is the variance of your portfolio? State of Economy Probability of State Return if state occurs Recession Normal Boom Multiple Choice 00920 0100 00015 00055 00750 of Economy Stock A Stock B Stock C .109 -9.60% -3.00% .655 8.90% -12.00% 10.56% 16.40% .236 21.45% 24.91% 29.61%