11 Assume a world that meets the assumption of the portfolio theory. In the table, you can find the returns and probabil
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11 Assume a world that meets the assumption of the portfolio theory. In the table, you can find the returns and probabilities for securities A and B in three possible states of the world. State of the world Probability Return Security A Return Security B 1 0.2 10.096 14.096 2. 0.6 12.096 12.096 3 0.2 14.096 10.096 1.0p What is the correlation coefficient between the returns of security A and B? Round your final answer to 2 decimals. For example: You obtain a correlation coefficient of 0.1234 and give in: 0.12. For negative outcomes, use a minus sign. Answer