Use the following information to answer question 1--7. Suppose there are three potential states of the economy for next year: good, normal, and bad. Each state has equal probability to occur, that is, the probability is 1/3 for all of them. Returns of asset A and B in each state are given in the following table. good normal bad 0.20 0.08 -0.01 0.15 0.10 -0.04 Question 3 1 pts Find out the correlation coefficient between A and B. O 1.23 Oo O 0.94 0 -0.21 O 0.0065 Question 4 1 pts Find out the expected return of a portfolio with equal weight invested in A and B. O 8% 8.5% 0 7% 09% 0 7.5%