Assume a world that meets the assumption of the portfolio theory. Below you can see the returns and probabilities for securities A and B in three possible states of the world. Probability 0.3 0.4 0.3 Retur Security A 4% 6% 8% Return Security B 8% 11% 12% Question: Calculate the correlation coefficient between the returns of security A and B. Round your answer to 2 decimals (for instance: 0.12). Round your answer only at the last step