Saved Based on the following information, Return on Return State of economy Bear Normal Bull Probability of state of economy 0.30 0.50 0. 20 stock -0. 160 0.152 0.232 stock 0.030 0.058 0.084 a. Calculate the expected return and standard deviation for each of the following stocks (Do not round the intermediate calculations, Round the final answer to 2 decimal places.) Stock / Stock Expected return Standard deviation b. What are the covariance and correlation between the returns of the two stocks? (Do not round the intermediate calculations. Round the covariance answer to 6 decimal places. Round the correlation answer to 4 decimal places.) Covariance Correlation