Use the table for the question(s) below. Consider the following returns: Stock X Year End Realized Stock Y Realized Stock Z Realized Return Return Return 2004 20.1% -14.6% 0.2% 2005 72.7% 4.3% -3.2% 2006 -25.7% -58.1% -27.0% 2007 56.9% 71.1% 27.9% 2008 6.7% 17.3% -5.1% 2009 17.9% 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