is my answer correct? please help explain details. thanks

Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10% 8% 2 0.20 13% 7% 3 0.20 12% 6% 4 0.30 14% 9% 5 0.20 15% 8% The variances of stocks A and B are and respectively. Select one: a. 1.5%; 1.9% b. 1.5%, 1.1% O c.2.2%; 1.2% d. 3.2%; 2.0% Clear my choice