a. State of Nature Probability. State Dependent Return A.. State Dependent Return B Recessio n. .70%. - 08. -.04 Expansion.. 3 0%. .0.28 0.16 What comes closest to the variance of Stock A and the standard deviation of Stock B? Variance of Stock A = .0115, Standard deviation of Stock B = 1033 1b. Variance of Stock A = .0000, Standard deviation of Stock B = .0000 Variance of Stock A = .0115, Standard deviation of Stock B = .0917 d. Variance of Stock A = .0272, Standard deviation of Stock B = .0917 C e. Variance of Stock A = .0272, Standard deviation of Stock B = 1033