You are considering investing in two stocks. There are two possible states for the economy over the next year: 'Good' and 'Bad'. Each state is equally likely (that is, probability for each state is 50%). Their return in each possible state is estimated as follows: State Return to stock A Return to stock B Good 30% 5% Bad 10% 10% (a) What are the expected return and volatility of each stock return? (b) What are the covariance and correlation between the two stock returns