Based on the following information:

$\backslash$table$[[$State of$,$Probability of State Return on$,$Return on$,],[$Economy$,$of Economy,Stock J$,$Stock K$],[$Bear$,\mathrm{.}30,-\mathrm{.}015,\mathrm{.}039],[$Normal$,\mathrm{.}65,\mathrm{.}143,\mathrm{.}067],[$Bull$,\mathrm{.}05,\mathrm{.}223,\mathrm{.}097]]$

a$.$ Calculate the expected return for each of the stocks. $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$.$ Calculate the standard deviation for each of the stocks. $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

c$.$ What is the covariance between the returns of the two stocks? $($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? $($Do not round intermediate calculations and round your answer to $4$ decimal places, e$.$g$.,1616.)$