C and D section are wrong answer but other parts are true. Therefore, just answer the C and C part and explain them step by step. Thank you so much in an advance!

Based on the following information: State of Probability of Return on Return on Economy State of Economy Stock J Stock K Bear 23 -027 .027 Normal .58 .131 .055 Bull 19 211 .085 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.. 32.16.) 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., 32.16.) 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.) calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) 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.. 32.16.) 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.) a. Stock J Stock b. Stock J Stock c. Covariance d. Correlation 10.99% 5.43% 8.07% 1.87% 0.000315 0.2084