Consider the following returns. The variance on a portfolio that is made up of 51% Stock X and 49% Stock Y is closest to: Stock Y Realized Stock Z Realized Stock X Realized Return Return Return Year End 2004 2005 2006 2007 2008 20.10% 72.70% -25.70% -14.60% 4.30% -58.10% 71.10% 0.20% -3.20% -27.00% 27.90% 56.90% 6.70% 17.30% -5.10% 2009 17.90% 0.90% -11.30% Select one: a. 0.36 b. 0.13 C. 0.09 d. 0.18