Consider the probability distribution below. (Note that the expected returns of A and B have already been computed for you.) State P(s) Recession 03 -0.11 0.16 Normal 0.4 0.13 0.06 Boom 0.3 0.27 -0.04 Expected Return 0.1 0.06 a. The standard deviations of A and B are and respectively. (4 decimals) b. The covariance and correlation between A and B are and respectively. (4 decimals) C. The expected return of the portfolio that invests 30% in stock A and the rest in stock Bis (3 decimals) d. The standard deviation of the portfolio in part bis (4 decimals)