Calculate the correlation coefficient (_AB) for the following situation:(Round intermediate calculations and the final answer to 4 decimal place, e.g. 0.2921.)

State of the Probability of Expected return on Expected return on Stock B

economy occurance Stock A in this state 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 : ?