13 You are given the following information: State of 66 Return on Stock A Return on Stock B oints Economy Bear Normal Bull Skipped .116 .101 087 - 059 .162 .247 eBook Assume each state of the economy is equally likely to happen. Print References a. Calculate the expected return of each stock. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of each stock. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) c. What is the covariance between the returns of the two stocks? (A negative answer should be indicated by a minus sign, Do not round intermediate calculations and round your answer to 6 decimal places, e.g., .161616.) d. What is the correlation between the returns of the two stocks? (A negative answer should be indicated by a minus sign, Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 1616.) Noyt : % a. Stock A % Stock B % b. Stock A Stock B Covariance d. Correlation