The Ronen's Co. stocks has an expected return of 21% in a bull market, 11% in a normal market, and 3% in a bear market. The probablity of a bull market is 10%, the probability of a normal market is 70%, and the probablity of a bear market is 20%. Compute the variance of the Ronen's Co. stock returns. a O 0.002244 O 0.002421 O 0.002150 O 0.002606 0.002359