Question: uestion4 4 pts Assume that the % expected return for security A and the market M for a good, normal and bad economy (probabilities .2,.6,.2)

uestion4 4 pts Assume that the % expected return for security A and the market M for a good, normal and bad economy (probabilities .2,.6,.2) are 18, 14, and 8 for A and 16, 22, and 12 for M. Also assume that you invest 70% in A and 30% in M. Compute the correlation between A and M. 0 .45 .35 72 .28

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