Suppose there are two stocks and two possible states. The first state happens with 85% probability and second state happens with 15% probability. In outcome 1 , stock A has 1% return and stock B has 12% return. In outcome 2 , stock A has 80% return and stock B has 10% return. What is the correlation of their returns? Please enter a number (not a percentage). Please convert all percentages to numbers before calculating, then type in the number. Please input a negative sign if the stocks are negatively correlated