Use the Following Information for Questions
Consider a Bank

Use the following information for questions
Consider a bank with federally insured deposits maturing in one year.The bank's asset value changes monthly and you have the following data on asset value for the past five months.Assume that the probability distribution of asset value changes remains stationary over time.The bank's current deposit to asset value ratio is 0.85. $$\begin{array} { | l | l | } \hline \text { Month } & \text { Bank Asset Value } \\\hline 1 & \$ 110 \text { million } \\\hline 2 & \$ 104 \text { million } \\\hline 3 & \$ 95 \text { million } \\\hline 4 & \$ 102 \text { million } \\\hline 5 & \text { \$ } 100 \text { million } \\\hline\end{array}$$
-What A is the variance of the logarithmic change in the bank asset value?

A) 0.16854
B) 0.08657
C) 0.04533
D) 0.03544
E) 0.00295