-3.083% Vorlea )= (a4'+ 42.9 = 2381,55. Consider the following returns (14) 2v.74% Stock Realized Return Stock X Realized Return 20.1% 66. 0.20% 3 72.7% 479Y-3.20% -13 -25.7% o.y6-27.00% -3.9,7 56.9% 8l.. 27.90% 217. 6.7% . -5.10% -17. 17.9% . -11.30% -17. Yar CRs) = ! Year End 2010 2011 2012 2013 2014 2015 36115 The variance on a portfolio that is made up of 40% in X and 60% in Z is closest to: Var (R,) = 7 Var( Ra) + X Var IRz) + 2,X, CoulRy.R) = (0.4) x 2381-55t a 6*xl546 x A) B) C) D) 0.786 0.053 0.006 0.384