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 Sock B in this state
High Growth	30%	38.5%	55.5%
Moderate	25%	17.5%	25.5%
Recession	45%	-5.5%	-15.5%