A stock can earn a return of 2%, 20%, or 8%. The stocks distribution is known, and states that there is a 30% probability of the stock earning a return of 2%, a 36% probability of the stock earning a return of 20%, and a 34% probability of stock earning a return of 8%. What is the variance of the stocks return?

Select one: a. .0056 b. .0923 c. .0061 d. .078 e. .0748