Probability (Dollars) You expect the following set of possible outcomes for an investment of $120,000: Action Expected Return Taken 60% 40,000 Invest in stocks 30% 10,000 10% -20,000 Invest in T-bill 100% 5,000 What is the covariance of dollar returns for investing in stocks with those for investing in T-bills? Please enter your answer rounded to the third decimal place. What is the standard deviation of its holding period return? Please enter your answer in percent rounded to the nearest basis point. Selected Answer: 40