MC algo 11-39 Portfolio Variance You decide to invest in a portfolio consisting of 28 percent Stock A, 39 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio? State of Economy Recession Normal Boom Probablity of State of Economy 650 260 090 Stock A -6.60% 270% 34.60% Return if State Occurs Stock B 1.70% 16.10% Stock C -9.56% 10.65% 37 52% 37.52% 36.06% O 00209 O 05280 O 00372 ,02640 O 01625