Sophie is looking to invest in Exxon Mobile (XOM). If the economy is normal, XOM is expected to return 16.5 percent. If the economy falls into a recession, then XOM's return is forecasted to be a negative 11.6 percent. The probability of a normal economy is 80 percent while the probability of a recession is 20 percent. Based on Sophie's assessment of states of nature, what is the variance of the returns on XOM? (Note...answers are reported as if decimals were NOT used for returns) A. 139.27 B. 143.15 C. 134.20 D. 103.46 E. 126.34