please be neet and show all he work

(6) This exericse deals with checking if a portfolio reduces risk (i.e. variance). The following table lists the potential returns on two investment opportunities. Recession 0.4 Scenario Probability Return on Investment Opp.(A) Return on Investment Opp.(B) Growth 0.3 10% 15% Stagnation 0.3 5% 10% -10% 0% (1) Find the variance of return of opportunity (A). (in) Find the variance of return of opportunity (B). (iii) Find the variance of return of a portfolio made by investing 60 percent in opportunity (A) and 40 percent in opportunity (B). (iv) Does the portfolio have the lowest variance among these three? The following answers are proposed. (a) (i) 0.007725, (ii) 0.004125, (iii) 0.006141. (iv) No. (b) (1) 0.07725, (ii) 0,04125, (ii) 0.006141, (iv) Yes. (c) (i) 0.007725, (ii) 0.004125, (iii) 0.06141, (iv) No. (d) (i) 0.07725, (ii) 0.04125, (iii) 0.06141, (iv) No. (e) (i) 0.007725, (ii) 0.004125, (iii) 0.006141, (iv) Yes