Calculate the correlation coefficient (s) for the following situation: (Round intermediate calculations and the final answer to 4 decimal place, eg. 0.2921.) State of the economy High growth Moderate Recession Probability of occurrence 30% Expected return on stock A in this state 40.5% Expected return on stock B in this state 57.5% 25% 19.5% 27.5% 45% -7.5% -17.5% Correlation coefficient