A stock will have a loss of 11.7 percent in a bad economy, a return of 11.5 percent in a normal economy, and a return of 25.4 percent in a hot economy. There is 27 percent probability of a bad economy, 30 percent probability of a normal economy, and 43 percent probability of a hot economy. What is the variance of the stock's returns?

.01712 .04566 .02283 .15110 .03425