Calculate the correlation coefficient (rho_(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 30% 44.5% 61.5% Moderate 25% 23.5% 31.5% Recession 45% -11.5% -21.5% Correlation coefficient