Consider the following table:

		Stock Fund	Bond Fund
Scenario	Probability	Rate of Return	Rate of Return
Severe recession	0.10	42%	15%
Mild recession	0.15	18.0%	7%
Normal growth	0.35	20%	9%
Boom	0.40	45%	6%

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

For a I got the right mean (18.1) but the variance I got keeps saying its incorrect (.084739). Someone please help me out(: