There are two stocks (stock 1 and stock 2) in a portfolio and two possible states of economy (good and bad) that may occur. The return of stock 1(2) is 9%(12%) in the good state that has a probability of 60%. The return of stock 1(2) is 2%(4%) in the bad state that has a probability of 40%. The portfolio allocates $3,000 to stock 1 and $7,000 to stock 2 (the given information is the same as in the previous question). What is the return variance of this portfolio? A) 0.004 B) 0.005 C) 0.003 D) 0.006