Consider the following information: Rate of Return if State Occurs State of Probability of State Economy of Economy Stock A Stock B Recession 0.21 -0.38 -0.08 Normal 0.61 0.13 0.11 Boom 0.18 0.53 0.19 What is TRUE about these two stocks? Stoch. Als the higher variance Stock A and Stock B have the same variance Economy of Economy Stock A Stock B Recession 0.21 -0.38 -0.08 Normal 0.61 0.13 0.11 Boom 0.18 0.53 0.19 What is TRUE, about these two stocks? Stock A has the higher variance Stock A and Stock B have the same variance Stock B has the higher variance Stock B has a higher standard deviation than Stock A's standard deviation