Refer to Table 3.1 to answer this question. What is the portfolio variance if 30% is invested in Stock S and 70% is invested in Stock T? a) .002220 b) .004056 c) .006224 d) .008080 e) .098000 Table 3.1 State of Economy Probability of State of Economy Return if State Occurs: Stock S Return if State Occurs: Stock T Boom 40% 12% 20% Normal 60% 6% 4%