Calculate the correlation coefficient (AB) for the following situation: (Round intermediate calculations and the final answer to 4 decimal place, e.g. 0.2921.) State of the economy Probability of occurrence Expected return on stock A in this state Expected return on stock B in this state High growth 30% 38.5% 55.5% Moderate 25% 17.5% 25.5% Recession 45% -5.5% - 15.5% Correlation coefficient