Based on the following information, State or conca BE Non Bull Probability of state of economy 0.30 0.50 0.20 Return stock / -0.210 0.157 0.237 Return stock 0.025 0.053 0.074 a. Calculate the expected return and standard deviation for each of the following stocks. (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Stock Stock Expected return Standard deviation b. What are the covariance and correlation between the returns of the two stocks? (Do not round the intermediate calculations. Round the covariance answer to 6 decimal places. Round the correlation answer to 4 decimal places.) Covariance Correlation