Calculate the correlation coefficient (_AB) for the following situation: (Round intermediate calculations and the final answer to 4 decimal place)

State of the economy		Probability of occurrence		Expected return on stock A in this state		Expected return on stock B in this state
High growth		30%		40.5%		57.5%
Moderate		25%		19.5%		27.5%
Recession		45%		- 7.5%		- 17.5%

Correlation coefficient

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