So for problem 2 the expected return for stock A is -.0024 do not worry about stock B please just explain if I have to multiply or add the denominator for the correlation coefficient my process made a mistake in his solutions I just want clarification

A security analyst has prepared the following probability distribution of the possible returns on the common stock shares of two companies: CompuGraphics Inc. (CGI) and Data Switch Corp. (DSC). ] Based on the information provided above, calculate the covariance of the two stocks. If =3.46 for CGI and =10.58 for DSC, then find the correlation coefficient based upon your calculations from the previous