The Sunrise and Sunset companies have the following probability distribution of retums. Probability 0.1 Sunrise Return (%) 32 Sunrise Return (%) 30 0.2 20 Economic Condition High Growth Normal Growth Slow Growth Stagnation Decline 17 0.4 14 6 0.2 -12 0.1 -10 -16 You are required: (a) to determine the expected covariance of returns, and (10 marks) (b) The correlation of returns between the Sunrise and Sunset companies (10 marks)