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14. Based on the following information, calculate the standard deviation for the two stocks. What are the covariance and correlation between the returns of the
14. Based on the following information, calculate the standard deviation for the two stocks. What are the covariance and correlation between the returns of the two stocks? State Prob. of State p TA Recession 0.25 -0.05 -0.10 Normal 0.25 0.10 0.15 Boom 0.50 0.15 0.30 TB A. 8.20%, 16.35%, 0.0133, 0.99 B. 2.34%, 20.01%, 0.0048, 0.90 C. 1.62%, 18.41%, 0.0024, 0.81 D. 13.69%, 19.33%, 0.0216, 0.82 E. 4.70%, 16.76%, 0.0034, 0.43
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