You have been considering investing in the stocks in company X (a company that is fishing salmons) and company Y (a company cleaning up polluted waters). A new research is showing that the mercury levels of fish in waters exceeded the FAO/WHO limit of 0.5-1.0 mg kg-1 mercury levels in fish for human consumption in 52.5% of the cases. As a consequence researchers further testing in the waters. If they find higher than normal mercury levels this will have a dramatic impact on the demand of salmon. However, company Y might be hired for addressing the issue. Compute the following: A. The expected return company X and the expected value of company Y B. The standard deviation of their returns C. The covariance between both returns D. The correlation coefficient between both returns Probability Outcome High Mercury Levels Normal Mercury Levels Company X Company Y 5% -30 % 20 % 95 % | 10% -10%