You are given the following information: State of Return on Stock A Return on Stock B Economy Bear Normal Bull .121 .096 .092 -.064 .167 .252 Assume each state of the economy is equally likely to happen. c. 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., .161616.) d. 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., .1616.) Answer is not complete. a. Stock A 10.30 % Stock B 11.83 % b. Stock A % Stock B % C. Covariance d. Correlation