Part A is the picture. Please help. 0.149 is in correct.

Part B of this question is to find the standard deviation od the portfolio with the same 75 and 50%

Part C is to find the expected return of the portfolio with the same 75 and 50%.

Consider the expected outcomes of Projects A and B: State of Nature Probability of Occurrence Project A Return Project B Return Recession 0.25 0.06 -0.20 Average Growth 0.50 0.03 0.08 Prosperity 0.25 -0.06 0.40 If a portfolio holds 75% of B and 25% of A, what is the variance of the portfolio? O 0.022 0.149 O 0.088 O 0.157