What Is the Variance of the Returns on a Portfolio

Multiple Choice

What is the variance of the returns on a portfolio comprised of $4,200 of Stock G and $5,300 of Stock H? $$\begin{array} { l c c } { \text { State of } } & \text { Probability of } & \text { Rate of Return } \\\text { Econony } & \text { State of Economy } & \text { if State Occurs } \\ & &\begin{array}{ll}\text { Stock G } & \text { Stock H }\end{array}\\\text { Boom } & .18& \begin{array}{ll}.18& \quad \quad .08\end{array} \\\text { Normal } & .82 & \begin{array}{ll}.14 & \quad \quad.11\end{array} \\\end{array}$$

A) .000209
B) .000248
C) .000000
D) .001324
E) .000168