2. Scenario Return B Probability Expected Return A Expected 1 2. 3 4. 20% 30% 30% 20% 5% 10% 15% 20% 40% 30% 10% -20% Also assume that the variance of A = .00263 and variance of B = .042 Also the correlation coefficient between A&B = -8 a. Calculate the expected returns for stocks A and B b. Calculate the risk (standard deviations) for stocks A and B