State of Nature Probability Investment A Return 0.25 0.4 0.35 III III Investment B Return 15% 12% -3% 6% 9% 5% 2 Given the above information on two investments A and B. calculate the statistics below. The correlation coefficient between A and B is 0.6472. Note that since the correlation is given, you do not have to do the long calculation for covariance, just use the shortcut O A P OIO A. Expected Return for Investment A B. Standard Deviation for Investment A C. Expected Return for Investment B tandard Deviation for Investment B