Based on the following information: State of economy Bear Normal Bull Return on stock A 0.122 0.095 0.893 Return on stock B -0.065 0.168 0.253 Assume each state of the economy is equally likely to happen. Calculate the expected return of each of the following stocks. (Do not round intermediate calculatio Round the final answers to 2 decimal places.) Expected return Stock A 10.33 % Stock B 11.87 % Calculate the standard deviation of each of the following stocks. (Do not round intermediate calculati Round the final answers to 2 decimal places.) Standard deviation Stock A Stock B % % What is the covariance between the returns of the two stocks? (Negative amount should be indicated a minus sign. Do not round intermediate calculations. Round the final answer to 6 decimal places.) Covariance What is the correlation between the returns of the two stocks? (Negative amount should be indicated b a minus sign. Do not round intermediate calculations. Round the final answer to 4 decimal places.) Correlation