Based on the following information determine the covariance and correlation between the returns of the two stocks. State of Economy Probability of State of Economy Return of X Return of Y Bear 0.10 -0.02 0.034 Normal 0.65 0.138 0.062 Bull 0.25 0.218 0.092

Group of answer choices Cov= 0.001144, Corr=0.9391 Cov = 0.001023, Corr=0.9547 Cov = 0.001023, Corr=0.00027