Possible returns of a particular firms common stock over the coming year is given according to the different investors sentiment below:

Investors Sentiment	p	r
Negative	15.00%	5.00%
Neutral	21.00%	8.00%
Positive	64.00%	17.00%

Using the stock information presented above, determine the expected return, the standard deviation of returns, and the covariance for each investors sentiment.

Group of answer choices

11.30 % expected return equation, 5.0% standard deviations of returns, 6.02 Covar_Negative, 1.00 Covar_Neutral, and 1.80 Covar_Positive

15.00 % expected return equation, 3.8% standard deviations of returns, 7.06 Covar_Negative, 3.54 Covar_Neutral, and 1.55 Covar_Positive

13.31 % expected return equation, 5.0% standard deviations of returns, 6.67 Covar_Negative, 2.98 Covar_Neutral, and .46 Covar_Positive

12.18 % expected return equation, 4.0% standard deviations of returns, 5.14 Covar_Negative, 1.80 Covar_Neutral, and .40 Covar_Positive