State Probability 0.10 Return on Stock A Return on Stock B 1 10% 8% 0.20 13% 7% 6% 0.20 0.30 12% 14% 9% 0.20 15% 8% Please calculate the expected returns of stocks A and B; Please calculate the standard deviations of stocks A and B; . If the covariance between A and B is 0.000076, what is the coefficient of correlation between A and B? -. If you invest 30% of your capital in A and 70% in B, what would be your portfolio's expected return and standard leviation? 2 345