The common share of The Dominic Companies should return 29% in a boom, 12% in a normal economy and -15% in a recession. The probabilities of a boom, normal economy and recession are 12%, 86% and 2%, respectively. What is the variance of the returns on this share?

Select one:

a.0.005809

b.0.005019

c.0.006047

d.0.004701

e.0.006270