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Consider the following probability distribution for stocks A and B: Economy Probability A B Recession0.25 0.25 -0.02 0.06000 Normal 0.5 0.05000 0.02000 Boom 0.25 0.12000

Consider the following probability distribution for stocks A and B:

Economy Probability A B
Recession0.25 0.25 -0.02 0.06000
Normal 0.5 0.05000 0.02000
Boom 0.25 0.12000 -0.13

What is the correlation coefficient between stock A and B?

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