You decide to invest in a portfolio consisting of 30 percent Stock A, 47 percent Stock B, and the remainder in Stock C. Based on the following Information, what is the variance of your portfolio? State of Economy Recession Normal Boom Probability of State of Economy 114 - 665 221 Return if State Occurs Stock A Stock B Stock C -10.10% 3.50% - 12.50% 9.40% 10.66% 16.90% 21.55% 25.11% 29.81% Multiple Choice .00855 00814 .00757 O 01100 00920