Based on the following information: State of Economy Bear Normal Bull Probability of State of Economy .20 .55 .25 Return on Return on Stock J Stock K -.010 .044 .148 .072 .228 .102 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 Stock b. Stock J Stock K Covariance 0.14 % 0.07 % 8.03% 1.94 % nnn1507