You decide to invest in a portfolio consisting of 26 percent Stock A, 35 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio?

You decide to invest in a portfolio consisting of 26 percent Stock A, 35 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio? Return if State Occurs State of Economy Probability of State of Economy . 104 .645 .251 Recession Normal Boom Stock A - 9.10% 8.40% 21.35% Stock B - 2.50% 10.46% 24.71% Stock C -11.50% 15.90% 29.41% Multiple Choice .00965 O .00897 .00854 O .00794 .01153