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Consider the following probability distribution for stocks A and B:  State Probability Return on Stock A Return on Stock B 1 0

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Consider the following probability distribution for stocks A and B: 
State Probability Return on Stock A Return on Stock B 1 0.10 10% 8% 2 0.20 13% 7% 3 0.20 12% 6% 4 0.30 14% 9% 5 0.20 15% 8% 
The coefficient of correlation between A and B is 
A. 0.46. B. 0.60. C. 0.58. D. 1.20.