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Calculate the correlation of the two stocks below based on the scenario forecasts given: Probability Atlantis Co. Baltazaar Inc. Boom 0.3 9 14% Normal 0.6

Calculate the correlation of the two stocks below based on the scenario forecasts given:

Probability Atlantis Co. Baltazaar Inc.
Boom 0.3 9 14%
Normal 0.6 13 4%
Bust 0.1 -10% -6%

Provide your answer in decimals, rounded to two decimals.

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