(Correlation coefficient calculation) You believe that there is a 15% chance that stock A will decline by 10% and an 85% chance that it will increase by 15%. Correspondingly, there is a 30% chance that stock B will decline by 18% and a 70% chance that it will increase by 22%. The covariance between the two stocks is 0.009. Calculate the expected return, the variance, and the standard deviation for each stock. Then calculate the correlation coefficient between their returns.