Consider a stock and the following state dependent scenario of returns: the boom state has a 15% probability and returns 60%; the good state has a 50% probability and returns 20%; the recession state has a 25% probability and returns a loss of 10%; and the depression state has a 10% probability and returns a loss of 30%. Calculate the stock's variance. .0372 0.0472 .0572 .0672 .0772