Copy of This table shows the stock returns for Stock A and Stock B in three different scenarios. The first column shows how likely each of the three scenarios is. The risk-free rate is 5%. Calculate the correlation between Stock A and Stock B. Enter your answer in percent, and round to two decimal places. (You do not have to enter the percentage sign.) Return on Return on Probability Stock A Stock B 12.5% 20% -16% 50.0% 30% 2% 37.5% -16% 16%