***I've answered everything correctly up until this point with the exception of the correlation. I need help solving for this. Please provide detailed steps used to obtain your answer. The answer is NOT -.5210***

You are given the following infor ation State of Return on Return on Stock B Economy Stock A 103 046 Bear 149 114 Normal Bull 234 .074 Assume each state of the economy is equally likely to happen. Calculate the expected return of each stock. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places (e.g., 32.16).) Expected return 9.70% Stock A Stock B 11.23 Calculate the standard deviation of each stock. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation Stock A 1.69 Stock B 11.72%