State of the economy	Probability of occurrence	Expected return on stock A in this state	Expected return on stock B in this state
High growth	30%	43.5%	60.5%
Moderate	25%	22.5%	30.5%
Recession	45%	-10.5%	-20.5%

Calculate the correlation coefficient (AB) for the following situation: (Round intermediate calculations and the final answer to 4 decimal place, e.g. 0.2921.)

Correlation coefficient Type your answer here