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Calculate the variance of the following ex-ante returns. Express your answer as a decimal with four digits after the decimal point (e.g. 0.1234, not 12.34%).

Calculate the variance of the following ex-ante returns. Express your answer as a decimal with four digits after the decimal point (e.g. 0.1234, not 12.34%).

s ps rs
A 0.03 -0.666
B 0.15 -0.333
C 0.32 0
D 0.32 0.333
E 0.15 0.666
F 0.03 0.999

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