You decide to invest in a portfolio consisting of 24 percent Stock A, 44 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 of Economy	Return if State Occurs
		Stock A	Stock B	Stock C
Recession	.126	11.30%	4.70%	13.70%
Normal	.689	10.60%	10.90%	18.10%
Boom	.185	21.79%	25.59%	30.29%

A. .00940

B. .00987

C. .01062

D. .01269

E. .00874