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Question 1 XYZ Returns State of the Economy Probability ABC Returns Depression 0.15 1.1% 3.0%...

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Question 1 XYZ Returns State of the Economy Probability ABC Returns Depression 0.15 1.1% 3.0% Recession 0.2 1.7% 4.2% Normal 0.4 2.1% 4.9% Boom 0.25 1.4% 4.1% What is the expected return of stock ABC? (in %) Question 2 What is the expected return of stock XYZ? (in %) Question 3 What is the standard deviation of stock ABC? (in %, in 3 decimal places) Question 4 What is the standard deviation of stock XYZ? (in %, in 3 decimal places) Question 5 What is the correlation coefficient of stock ABC and stock XYZ? (in 3 decimal places)

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