Question: 3. Consider the information for assetsA, B, and C below: State Probability Return on A Return on B Return on C Boom 0.2 0.3 0.05

3. Consider the information for assetsA, B, and C below: State Probability Return on A Return on B Return on C Boom 0.2 0.3 0.05 0.1 Average 0.3 0.2 0.15 0.25 Bust 0.5 0.15 0.4 0.3 Find the correlation coefficient between A and B A. 0.94 B. 0.91 C. -0.8 D. -0.91 E. -0.94 F. Above answers are all not correct
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