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 Expected return on Expected return on economy occurrence stock A in this state stock B in this state High growth 30% 46.5% 63.5% Moderate 25% 25.5% 33.5% Recession 45% -13.5% -23.5% Correlation coefficient