You are given the following information:

$\backslash$table$[[$State of$,$Return on$,$Return on$],[$Economy$,$Stock A$,$Stock B$],[$Bear$,\mathrm{.}073,-\mathrm{.}094],[$Normal$,\mathrm{.}134,\mathrm{.}142],[$Bull$,\mathrm{.}062,\mathrm{.}321]]$

Assume each state of the economy is equally likely to happen.

a$.$ Calculate the expected return of each stock. $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$.$ Calculate the standard deviation of each stock. $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

c$.$ What is the covariance between the returns of the two stocks? $($A negative answer should be indicated by a minus sign, Do not round intermediate calculations and round your answer to $6$ decimal places, e$.$g$.,\mathrm{.}161616.)$

d$.$ What is the correlation between the returns of the two stocks? $($A negative answer should be indicated by a minus sign, Do not round intermediate calculations and round your answer to $4$ decimal places, e$.$g$.,\mathrm{.}1616.)$

$\backslash$table$[[$a$.$ Stock A$,,\%$