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What Is the Variance of a Portfolio Consisting Of 3,500€ 3,500

Question 96

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What is the variance of a portfolio consisting of 3,500€ 3,500 in share G and 6,500\in 6,500 in share H?
\multicolumn2l Returns if State Occurs  State of Economy  Probability of State of Economy  Share G  Share H  Boom 15%15%9% Normal 85%8%6%\begin{array} { | l | l | l | l | } \hline & & \multicolumn{2}{|l|} { \text { Returns if State Occurs } } \\\hline \text { State of Economy } & \text { Probability of State of Economy } & \text { Share G } & \text { Share H } \\\hline \text { Boom } & 15 \% & 15 \% & 9 \% \\\hline \text { Normal } & 85 \% & 8 \% & 6 \% \\\hline\end{array}


A) .000209
B) .000247
C) .002098
D) .037026
E) .073600

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