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What is the variance of the returns on a portfolio comprised of $5,400 of stock G and $6,600 of stock H? State of Economy Probability

What is the variance of the returns on a portfolio comprised of $5,400 of stock G and $6,600 of stock H?

State of Economy Probability of State of Economy Rate of Return if State Occurs
Stock G Stock H
Boom 36% 21% 13%
Normal 64 13 5

A. .001554

B. .001475
C. .001568 D. .000709

E. .000848

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