am You are given the following information: 5 State of Return on Return on Economy Stock AStock B 054 157 242 Bear Normal Bull 106 082 Assume each state of the economy is equally likely to happen. Calculate the expected return of each stock. (Do not round intermediate calcu Enter your answers as a percent rounded to 2 decimai places (e.g., 32.16)) Expected return Stock A Stock B Calculate the standard deviation of each stock. (Do not round intermed calculations. Enter your answers as a percent rounded to 2 decimal places ( 32.16).) Standard deviation Stock A Stock B What is the covariance between the returns of the two stocks? (Negative amoun should be indicated by a minus sign. Do not round intermediate calculations and round your final onswer to 6 decimei places (e.g. 32161616)) What is the correlation between the returns of the two stocks? (Negative amount should be indicated by o minus sign. Do not round intermediate calculations and round your final answer to 4 decimal places (e.g. 321616).)