A stock will have a loss of 11.5 percent in a bad economy, a return of 11.3 percent in a normal economy, and a return of 25.2 percent in a hot economy. There is 29 percent probability of a bad economy, 32 percent probability of a normal economy, and 39 percent probability of a hot economy. What is the variance of the stock's returns? .04494.14990.03370.02247.01685