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You are given the following information: State of Economy Return on Stock A Return on Stock B Bear .113 .056 Normal .104 .159 Bull .084

You are given the following information:

State of Economy Return on Stock A Return on Stock B
Bear .113 .056
Normal .104 .159
Bull .084 .244

Assume each state of the economy is equally likely to happen.

Calculate the expected return of each of the following stocks. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)

Expected return
Stock A %
Stock B %

Calculate the standard deviation of each of the following stocks. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)

Standard deviation
Stock A %
Stock B %

What is the covariance between the returns of the two stocks? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answer to 6 decimal places, e.g., 32.161616.)

Covariance

What is the correlation between the returns of the two stocks? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 32.1616.)

Correlation

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