Question 27 (3.3 points) There are two stocks in a portfolio and two possible states of economy that may occur. The relevant information is summarized as follows (the given information is the same as in the previous question): Stock return if a certain state of economy occurs State of Economy Probability Stock 1 Stock 2 Good 0.50 8% 15% Bad 0.50 4% -7% Initial Investments $6,000 $4,000 What is the return variance of this portfolio? OA) 0.002 B) 0.004 OC) 0.003 D) 0.005