A USfirm Holds an Asset in Great Britain and Faces the the Following

A U.S.firm holds an asset in Great Britain and faces the following scenario:
$\begin{array}{l}\begin{array} { l } &\text { State 1}\\\text { Probability } & 25 \% \\\text { Spotrate } & \$ 2.20 / £ \\P^{*} & £ 2,000 \\P & \$ 4,400\end{array}\begin{array} { l } \text { State 2}&\text { State 3}\\50 \% & 25 \% \\\$ 2.00/£ & \$ 1.80 / £\\£ 2,500 & £ 3,000 \\\$ 5,000 & \$ 5,400\end{array}\end{array}$
where,
P^* = Pound sterling price of the asset held by the U.S.firm
P = Dollar price of the same asset
The variance of the exchange rate is:

A) 0.0200
B) 0.10
C) 0.002
D) none of the options