What is the correlation between Stocks A and C ?

State of Economy	Probability of Occurrence	Stock A Expected Return	Stock B Expected Return	Stock C Expected Return
Boom	25%	15%	30%	-12%
Stable	55%	7%	10%	3%
Recession	20%	-12%	-35%	25%

Select one

A 0.75

B 0

C -0.99

d)0.99

E) 0.54