Consider the following covariances between securities:

	Duke	Microsoft	Walmart
Duke	0.0568	-0.0193	0.0037
Microsoft	-0.0193	0.2420	0.1277
Walmart	0.0037	0.1277	0.1413

What is the variance on a portfolio that has $2,000 invested in Duke Energy, $3,000 invested in Microsoft, and $5,000 invested in Walmart stock?

A) 0.096086

B) 0.044731

C) 0.100732

D) 0.056323