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