Check my work Based on the following information: Return on Return on Stock J Stock K State of Economy Bear Normal Bull Probability of State of Economy .29 .64 07 Normal .64 -.016 .142 .222 .038 066 096 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.) Expected return Stock J Stock K 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.) Standard deviation Stock J Stock K 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., 32.161616.) Covariance 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., 32.1616.) Correlation