Based on the following information:      State of   Economy Probability of State of Economy Return on Stock J Return on Stock K   Bear .30 ?.015 .039   Normal .65 .143 .067   Bull .05 .223 .097    Calculate the expected...

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Finance

Based on the following information:

  

  State of
  Economy
Probability of
State of Economy
Return on
Stock J
Return on
Stock K
  Bear.30?.015.039
  Normal.65.143.067
  Bull.05.223.097

  

Calculate the expected return for each of the stocks.(Do not round intermediate calculations and enter youranswers 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 youranswers 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 youranswer 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 youranswer to 4 decimal places, e.g.,32.1616.)

  Correlation  

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Based on the following information:    State of  EconomyProbability ofState of EconomyReturn onStock JReturn onStock K  Bear.30?.015.039  Normal.65.143.067  Bull.05.223.097  Calculate the expected return for each of the stocks.(Do not round intermediate calculations and enter youranswers 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 youranswers 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 youranswer 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 youranswer to 4 decimal places, e.g.,32.1616.)  Correlation  

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