Hi, I'm taking a Finance Class called Securities Analysis and cannot for the life of me figure out this homework item. The attached screen shot includes the question, indicating with a red X my incorrect answers, with my calculations to the left. This is an online class and so far classmates and teacher have been unresponsive to my request for help. Thanks!

D M 1 scenario probability stock return b c C - mean squared times prob severe rec 0.1 -37 -3.7 -46.5 2162.25 216.225 3 value mild rec 0.2 -11 -2.2 -20.5 420.25 84.05 5.00 points normal 0.35 14 4.9 4.5 20.25 7.0875 boom 0.35 30 10.5 20.5 420.25 147.0875 LD 9.5 454.4500 var Consider the following table: mean 21.31783 sd Stock Fund Bond Fund CO covariance, diff x diff 9 scenario probability bond return b*c c - mean squared times prob x prob Scenario Probability Rate of Return Rate of Return Severe recession 10 -37% -9% 10 severe rec 0.1 -9 -0.9 -12.15 147.6225 14.76225 564.975 56.4975 Mild recession .20 -11% 15% 11 mild rec 0.2 15 3 11.85 140.4225 28.0845 -242.925 -48.585 Normal growth .35 14% 8% 12 normal 0.35 2.8 4.85 23.5225 8.232875 21.825 7.63875 Boom 35 30% -5% 13 boom 0.35 -1.75 -8.15 66.4225 23.24788 -167.075 -58.4763 3.15 74.3275 var -42.9250 covariance b. Calculate the values of mean return and variance for the stock fund. (Do not round intermediate 8.62134 sd calculations. Round "Mean return" value to 1 decimal place and "Variance" to 4 decimal places.) coeff of var -0.23356 Mean return 9.5 % Variance 454.45 c. Calculate the value of the covariance between the stock and bond funds. (Negative value should be decimal places.) indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 Covariance -42.925