Homework #5: Ch 5 & 6 Risk, Return and Efficient Diversificati... Consider the following table: Scenario Severe recession Mild recession Normal growth Stock Fund Bond Fund Probability Rate of Return Rate of Return e.ie -37% -9% 0.20 - 11% 0.35 14% 0.35 sex 15% Boom a. Calculate the values of mean return and variance for the stock fund (Do not round Intermediate calculations. Round "Mean return value to 1 decimal place and "Variance" to 4 decimal places.) Mean return Variance %-Squared b. Calculate the value of the covariance between the stock and bond funds. (Negative value should be indicated by a minus sign. Do not round Intermediate calculations. Round your answer to 4 decimal places.) Covariance -Squared