The Probability and Return for the four financial instruments are given for your reference in the below State of Economy Probability Habib Bank Middle East Financials 2% 13% Pandemic 18% Recession 28% 16% 8% Normal 14% 9% 30% 40% Before Pandemic 25% 40% What is the variance of Middle East Financials during the pandemic state? 24.978 31.684 78.839 35.785