Consider the following probability distribution for stocks A and B: $\begin{array}{cccc}
\text { State } & \text { Probability } & \text { Return on Stock A}&\text {Return on Stock E } \
1 & 0.10 & 10 \% & 8 \% \
2 & 0.20 & 138 & 78 \
3 & 0.20 & 128 & 68 \
4 & 0.30 & 148 & 98 \
5 & 0.20 & 158 & 8 \%
\end{array}$ The variances of stocks A and B are _____ and _____, respectively.
A) 1.5%; 1.9%
B) 2.2%; 1.2%
C) 3.2%; 2.0%
D) 1.5%; 1.1%

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The Answer of Consider the following probability distribution for stocks A and B: $\begin{array}{cccc}
\text { State } & \text { Probability } & \text { Return on Stock A}&\text {Return on Stock E } \
1 & 0.10 & 10 \% & 8 \% \
2 & 0.20 & 138 & 78 \
3 & 0.20 & 128 & 68 \
4 & 0.30 & 148 & 98 \
5 & 0.20 & 158 & 8 \%
\end{array}$ The variances of stocks A and B are _____ and _____, respectively.
A) 1.5%; 1.9%
B) 2.2%; 1.2%
C) 3.2%; 2.0%
D) 1.5%; 1.1%

Consider the Following Probability Distribution for Stocks a and B