what is the portfolio's expected return and the variance? State of Economy Probability of State of Economy Stock A Return (%) Stock B Return (96) Stock C Return (95) Boom 0.14 5% 35% 47% Normal 0.52 13% 2596 23% Recession 0.34 19% -24% -38% A) Expected Return 8.52% and Variance -0,05122 B) Expected Return -8.52% and Variance - 0.27648 C) Expected Return - 8,52% and Variance - 0.22632 D) Expected Return - 10.17% and Variance -0.03045 E) Expected Retum-10,17% and Variance 0.17450 what is the portfolio's expected return and the variance? State of Economy Probability of State of Economy Stock A Return (%) Stock B Return (96) Stock C Return (95) Boom 0.14 5% 35% 47% Normal 0.52 13% 2596 23% Recession 0.34 19% -24% -38% A) Expected Return 8.52% and Variance -0,05122 B) Expected Return -8.52% and Variance - 0.27648 C) Expected Return - 8,52% and Variance - 0.22632 D) Expected Return - 10.17% and Variance -0.03045 E) Expected Retum-10,17% and Variance 0.17450