You are expecting either a recession or steady growth next year. Recession has a 45% probability of happening. In steady growth, stock ABC returns 9.50% and stock XYZ returns 6.50%. In a recession, stock ABC returns -5.20% and stock XYZ returns -3.00%. You are going to put together a portfolio of these two stocks with positive portfolio weight in each and allocate 35% of the portfolio to ABC with the remainder to XYZ. What is the variance of the portfolio? O 0.00285 0.00293 0.00301 0.00309 0.00317