Use the table for the question(s) below. Consider the following returns: Stock X Stock Y Year End Realized Realized Return Return 2004 20.1% - 14.6% Stock Z Realized Return 0.2% 2005 72.7% 4.3% -3.2% 2006 -25.7% -58.1% -27.0% 2007 56.9% 71.1% 27.9% 2008 17.3% -5.1% 6.7% 17.9% 2009 0.9% - 11.3% The variance on a portfolio that is made up of equal investments in Stock X and Stock Z is closest to: 0.62. 0.05. 0.12. 0.06