Consider the following information for the financial asset $H.$

$\backslash$table$[[$State of the World,Probability of$,$Rates of Return $(\%)],[,$Occurrence,Asset H$,$Asset J$],[$Recession$,0\mathrm{.}15,-4\mathrm{.}00,12\mathrm{.}00],[$Normal$,0\mathrm{.}55,8\mathrm{.}00,6\mathrm{.}00],[$Expansion$,0\mathrm{.}30,12\mathrm{.}00,2\mathrm{.}00]]$

The variance of the returns on asset $H$ is

a$.3\mathrm{.}42$

b$.26\mathrm{.}04$

c$.24\mathrm{.}41$

d$.6\mathrm{.}84$