Your entire stock portfolio contains shares of Roche (22%), Carvana (45%), and AMC. Using the information in the table below, the variance of your portfolio is ___________. State of Economy Probability of State Return if State Occurs of Economy Roche Carvana AMC Recession .125 11.20% 4.60% 13.60% Normal .687 10.50% 10.88% 18.00% Boom .188 21.77% 25.55% 30.25%

Multiple Choice .

01265

.00984

.00872

.01059

.00937