Question: The historical returns data for the past three years for Dryships (DRYS) and the NASDAQ market portfolio are: Dryships: 24%, 0%, 24%, NASDAQ Market Portfolio:

The historical returns data for the past three years for Dryships (DRYS) and the NASDAQ market portfolio are:

Dryships: 24%, 0%, 24%, NASDAQ Market Portfolio: 10%, 12%, 20%.

Calculate the variance of the NASDAQ market portfolio return.

A.192

B.42

C.28

D.82

E.None of the above

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