State of the Probability of Return on economic state Asset A Rotum on economy Assot B 0.20 Boom 0.35 0.15 Bust 0.65 -0.05 -0.10 Using the information in the table above, the variance of asset B is: a) 0.0205 b) 0.0091 c) 0.1431 d) 0.0954 e) 0.0127 Of) 0.0286 OB) 0.1690 Oh) h) 0.1127