Consider the following returns for stock Y and Stock Z (suppose Y and Z have been listed on the NYSE since 1990): Year End	Stock Y Realized Return	Stock Z Realized Return
2014	-0.201	0.156
2015	0.727	0.043
2016	-0.263	0.281
2017	0.179	-0.009

Please round your answers to four decimal places.

a) Calculate the volatility (standard deviation) of Stock Y and the volatility (standard deviation) of Stock Z.

b) Calculate the co-variance between Stock Y and Stock Z. Are they positively or negatively correlated?