A portfolio is composed of two stocks A and B. The market has a 20% probability of a good state , a 65% probability of a neutral State and a 15% probability of a bad state. The girl in the good state stock, a will . return 24% and stock B will return 11% in the neutral state stock A will return 8% and stock B wiol returned 4%. and the bad state stock A will return -16% and stock B will returned 2%. What is the correlation between the two returns?