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State of the Economy Probability HPR (Fund A) HPR (Fund B) Boom .50 7% 25% Normal growth .3 -5% 10% Recession .2 20% -25% What
| State of the Economy | Probability | HPR (Fund A) | HPR (Fund B) |
| Boom | .50 | 7% | 25% |
| Normal growth | .3 | -5% | 10% |
| Recession | .2 | 20% | -25% |
What are the covariance and correlation coefficient between the returns of Fund A and Fund B?
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