You decide to invest in a portfolio consisting of $26$ percent Stock A$,49$ percent Stock B$,$ and the remainder in Stock C$.$ Based on the following information, what is the variance of your portfolio?

State of Economy Probability of State Economy Return if State Occurs

Stock A Stock B Stock C

Recession $\mathrm{.}116-10\mathrm{.}30\%-3\mathrm{.}70\%-12\mathrm{.}70\%$

Normal $\mathrm{.}6699\mathrm{.}60\%10\mathrm{.}70\%17\mathrm{.}10\%$

Boom $\mathrm{.}21521\mathrm{.}59\%25\mathrm{.}19\%29\mathrm{.}89\%$

Multiple Choice

$\mathrm{.}01124$

$\mathrm{.}00874$

$\mathrm{.}00941$

$\mathrm{.}00833$

$\mathrm{.}00774$