West Coast Corporation want to analyze the correlation for the portfolio investment consists share A and Share B. The company assume each state of the economy is equally likely to happen. The following is the information for both shares: State of Economy Return on Share A Return on Share B Bear -0.045 Normal 0.102 0.115 0.073 Bull 0.148 0.233 Calculate the expected return and standard deviation for each share. Evaluate the covariance and correlation between the returns of the two shares.