State	Prob.	rA	rB
Recession	0.3	-0.11	0.16
Normal	0.4	0.13	0.06
Boom	0.3	0.27	-0.04
Expected Return:		0.1	0.06

Consider the probability distribution above. (Note that the expected returns of A and B have already been computed for you.) What is the correlation coefficient (rho _AB) of assets A and B?

	A.	Greater than or equal to -1.0 but less than -0.5
	B.	Greater than or equal to -0.5 but less than 0
	C.	Greater than or equal to 0 but less than 0.5
	D.	Greater than or equal to 0.5 but less than or equal to 1.0