A wealth manager tells you that he has invested your wealth in a combination of a high growth stock and a stable income stock. He tells you that if the economy does well, the return of your portfolio will be 15%, and if there is a recession, youll earn 7%. He calculates the probability of a recession to be 20%.The underlying assets in your portfolio have the following expected returns and standard deviations. Expected return of the portfolio is 13.4%, Standard deviation portfolio 3,20%, High growth stock 20% return, standard dev 10%, low growth stock return 5%, standard dev 8%. How correlated are these two assets?