Consider the data for shares BRICK and STICK. BRICK Ltd is a building supplier, whereas STICK Ltd is a debt collecting company. The expected return for share BRICK is 3.20% and for share STICK is -1.70%. The standard deviation of share STICK is 20.08% and the correlation coefficient between the two shares is -0.9998. Rate of return of State of Probability of the Rate of return of STICK (RSTICK) if the economic state BRICK (RBRICK) if the the economic Economy occurring (P;) state occurs economic state occurs Recession 0.20 -22% 38% Stable 0.50 8% -9% growth Strong 0.30 12% -16% growth