If the economy is normal, Blue Mountain stock is expected to return 18 percent. If the economy falls into a recession, the stock's return is projected at a negative 10 percent. The probability of a normal economy is 70 percent while the probability of a recession is 30 percent. What is the variance of the returns on this stock?

A) 0.011346

B) 0.014420

C) 0.013634

D) 0.015015

E) 0.016464