Calculate the correlation coefficient (_AB) for the following situation

Calculate the correlation coefficient (pas) for the following situation: (Round intermediate calculations and the final answer to 4 decimal place, e.g. 0.2921.) State of the Probability of Expected return on Expected return on economy occurrence stock A in this state stock B in this state High growth 25% 45.0% 62.0% Moderate 20% 24.0% 32.0% Recession 55% -12.0% -22.0% Correlation coefficient