Calculate the correlation coefficient (PAB) for the following situation: (Round intermediate calculations and the final answer to 4 decimal place, e.g. 0.2921.) State of the Probability of Occurrence Expected return on stock Ain this state Expected return on stock B in this state economy High growth 30% 44.5% 61.5% Moderate 25% 23.5% 31.5% Recession 45% - 11.5% -21.5% Correlation coefficient