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Consider the following probabilitydistribution for Stock Fund (S) and Bond Fund (B).StateProbabilityReturn on Bond FundReturn on Stock Fund1.2-10%20%2.410%30%3.418%-10%The expected return and the standard deviation of the Stock Fundare 12% and 18.33%, respectively.What is the expected return of Bond Fund?8.2%8.5%8.9%9.2%9.6%What is the standard deviation of Bond Fund?8.57%9.23%9.45%10.25%12.78%What is the covariance between the Stock Fund and the BondFund?-102.4-96.2-85.5-53.7-41.3What is the correlation coefficient between the Stock Fund andthe Bond Fund?-0.55-0.45-0.33-0.23-0.10
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