Consider the following table:

Scenario Probability Stock Fund

Rate of Return Bond Fund

Rate of Return

Severe recession $0\mathrm{.}1030\%11\%$

Mild recession $0\mathrm{.}1512\mathrm{.}0\%8\%$

Normal growth $0\mathrm{.}356\%2\%$

Boom $0\mathrm{.}4039\%5\%$

Required:

a$.$ Calculate the values of mean return and variance for the stock fund. $($Do not round intermediate calculations. Round "Mean return" value to $1$ decimal place and "Variance" to $4$ decimal places.$)$

Mean return $=\_\_\%$

Variance $=\_\_\%-$squared

b$.$ Calculate the value of the covariance between the stock and bond funds. $($Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to $4$ decimal places.$)$

Covariance$=\_\_\%-$squared

$($previous expert made a mistake with making boom $39\%$ negative in variance and covariance formula$)$