(Estimated time allowance: 8 minutes) Return on State of the economy Probability of Return on economic state Asset A Asset B Boom 0.65 0.15 0.20 Bust 0.35 -0.05 -0.10 Using the information in the table above, the variance of asset B is: a) 0.0205 Ob) 0.0091 O c) 0.1431 d) 0.0954 e) 0.0127 e) 0.0127 Of) 0.0286 O g) 0.1690 Oh) 0.1127