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 economy Probability of occurrence Expected return on stock A in this state Expected return on stock B in this state High growth 25% 42% 59% Moderate 20% 21% 29% Recession 55% "-9%" "-19%"

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