Given the following information, what is the variance of the returns on a portfolio that is invested 40 percent in both Stocks A and B, and 20 percent in Stock C Rate of Return if State Occurs: Probability of State Occurring occurring 15.8 % Normal Murple Choice o o o O ooost o 20s o Given the following information, what is the variance of the returns on a portfolio that is invested 40 percent in both Stocks A and B and 20 percent in Stock C? State of Economy Boom Normal (X) Rate of Return if State Occurs: Stock A Stock B Stock C (2) 15.8 1 9 .4 21.2 10.6 6.8 Probability of State Occurring .08 .92 10.4 1 Multiple Choice 000602 0 0 .001490 O 000513 O 000205 0 00143 0