Based on the following information: State of Economy Bear Normal Bull Probability of State of Economy 23 .58 .19 Return on Stock J .027 .131 211 Return on Stock K .027 055 .085 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.) Expected return Stock J Stock K Calculate the standard deviation for each of the stocks. (Do not rounintermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation Stock J Stock K 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., 32.161616.) Covariance 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, 32.1616.) Correlation