There are three different potential states of the economy next year. The chart below shows you the

returns for stocks $O$ and $U$ under each potential economic situation, along with the probability of

each situation occurring $($note that the probabilities are not all the same$).$ These are the only two

stocks in the economy.

$O$ and $U$ can be combined on a $50/50$ basis to form Portfolio OU$.$ Based on the information above,

calculate the following: Please use the specified units. To help you, the standard deviation of $O$ is

$4\mathrm{.}386342\%.$ Please show your work. Please carry out your final answer at least $5$ decimal places for

C$,$ D$,$ and F$.$

A$.$ Expected Return of U $($percent$)$

B$.$ Standard Deviation of U $($percent$)$

C$.$ Covariance between $O$ and $U($decimal$)$

D$.$ Correlation Coefficient between $O$ and U $($decimal$)$

E$.$ Expected Return of Portfolio OU $($percent$)$

F$.$ Standard Deviation of Portfolio OU $($percent$)$