Stock A and B have the following return distribution depending on the state of economy Good Bad Ugy Stock A 2516 10%-25 Stock 81 35 The probability of the good state is 0.5, the probability of the bad state is 0.3 and the probability of the ugly state is 0.2. The standard deviation of stock is 1896 and the standard deviation of stock is 14.734. What is the correlation between stock A and stock 8? Note: If you prefer to put just the answer without the steps, that is fine. Providing the steps may get you partial credit in case your numerical answer is wrong