Consider the following returns. The variance on a portfolio that is made up of 56% Stock X and 44% Stock Y is closest to: Year Stock X Realized Stock Y Realized Stock Z Realized End Return Return Return 2004 20.10% -14.60% 0.20% 2005 72.70% 4.30% -3.20% 2006 -25.70% -58.10% -27.00% 2007 56.90% 71.10% 27.90% 2008 6.70% 17.30% -5.10% 2009 17.90% 0.90% -11.30% Select one: O a. 0.12 Ob. 0.08 O c.0.17 O d. 0.35