The followings are the Stock X and Stock Y information: Rate of Return if State Occurs State of the Economy Recession Normal Boom Probability of State of Economy 0.15 0.70 0.15 Stock X 0.20 0.21 0.06 Stock Y -0.25 0.09 0.44 a. b. What are the expected return and standard deviation of Stock X and Stock Y? (12 points) If you invest 65% in Stock X and 35% in Stock Y, what are the expected return and standard deviation of your portfolio? Also calculate the correlation between Stock X and Stock Y returns. (12 points)