Based on the following information:

State of Economy

Probability

Stock A

Rate of Return

Stock B

Rate of Return

Recession

$\mathrm{.}40$

$30\%$

$-5\%$

Normal

$\mathrm{.}10$

$15\%$

$10\%$

Boom

$\mathrm{.}50$

$-10\%$

$25\%$

What is the correlation if you invested $$800$ in A and $$200$ in B$?$

Question $1$ options:

A$)$

$0\mathrm{.}026775$

B$)$

$-0\mathrm{.}026775$

C$)$

$0\mathrm{.}996876$

D$)$

$-0\mathrm{.}996876$

E$)$

$-0\mathrm{.}95072$