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You decide to invest in a portfolio consisting of 26 percent Stock A, 49 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio? Probability of State of Economy Return if State Occurs State of Economy Stock A Stock B Stock C - 3.70% Recession -10.30% -12.70% .116 17.10% Normal 9.60% 10.70% .669 21.59% 25.19% 29.89% oom .215