Based on the following information: Return on Stock J State of Economy Bear Normal Bull Probability of State of Economy .30 .55 .15 -.050 .118 .274 Return on Stock K .029 .074 .098 a. Calculate the expected return for each of the stocks. (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 for each of the stocks. (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? (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? (Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 1616.) a. Stock J Stock K b. Stock J Stock K C. Covariance d. Correlation % % % %