I need help with this question please:

Calculate the correlation coefficient (_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%		40.5%		57.5%
Moderate		25%		19.5%		27.5%
Recession		45%		-7.5%		-17.5%

Correlation coefficient

?