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 neufral state, and a $15\%$ probability of a bad state. 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 will return $4\%.$ In the bad state, stock A will return $-16\%$ and stock $B$ will return $2\%.$ What is the correlation between the two returns?

$\backslash$table$[[$State$,$Probability,Stock A Return,Stock B Return,Covariance,Correlation$],[$Good$,20\%,24t,11\%,0\mathrm{.}0019352,],[$Neutral$,65\%,8\%,4\%,-0\mathrm{.}0000286,],[$Bad$,15\%,-16\%,2\%,0\mathrm{.}0010974,],[,\backslash$table$[[$Expected Returns$],[$Standard Deviation$]],\backslash$table$[[\backslash$table$[[7\mathrm{.}6\%$