QUESTION 13 If the Corona virus pushes the economy into a recession, Paletta Bread's return is projected at a negative 11.6 percent. If the economy turns out to get normal, the stock is expected to return 16.5 percent. The probability of a normal economy is 40 percent while the probability of a recession is 60 percent. What is the variance of the returns on this stock? 0.0235 O A. 0.0156 B. O 0.0206 O C. O D. 0.0166 0.0191 O E