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Consider the following probability distribution for stocks A and B: 28 TTT Return on Return on Stock A State Probability Stock B 1 0.15 8%

Consider the following probability distribution for stocks A and B: 28 TTT Return on Return on Stock A State Probability Stock B 1 0.15 8% 8% Skipped 2 0.20 13% 7% 3 0,15 12% 6% 4 0.30 14% 9% 5 0.20 16% 11% The coefficient of correlation between A and B is Multiple Choice 0.474 0.612

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