Michael is an avid sport gambler and is going to incorporate a new Premier League strategy, which bets on teams that out

[answerhappygod]

Michael is an avid sport gambler and is going to incorporate a
new Premier League strategy, which bets on teams that outperform
expectations when it rains.
Under the strategy, Arsenal (a PL football club) will generate a
35% return if it rains, and only a 5% return if it does not rain
(either way Arsenal is going to
outperform expectations). The other team, Manchester City, will
generate a 20% return if it rains, but a -10% return if it does not
rain. If there is a 30% chance of
rain, what is the correlation between the returns from Arsenal and
Manchester City?
Please don't use excel. Show all steps. Thank you