11.2. Below are the expected returns from both stocks based on the probability of economic conditions. It is desired to create a portfolio from two stocks. It is decided to invest 30% in stock A and 70% in stock B. State (1) Recession Neutral Boom p() 0.50 0.40 0.10 1.00 Stock A E(R) -40% 15% 30% State (1) Recession Neutral Boom p() 0.5 0.40 0.1 1.00 Stock B E(R) 40% 15% -20% a- Compute the expected retum and standard deviation of each stock? b- Find the covariance of stocks A and B? C- Find the correlation coefficient between stocks A and B