You are expecting either a recession or steady growth next year. Recession has a 31% probability of happening. In steady growth, stock ABC returns 11.25% and stock XYZ returns 8.25%. In a recession, stock ABC returns -5.90% and stock XYZ returns -3.70%. You are going to put together a portfolio of these two stocks with positive portfolio weight in each and allocate 49% of the portfolio to ABC with the remainder to XYZ. What is the variance of the portfolio? options: 0.00427 0.00438 0.00450 0.00461 0.00472