11. Calculate the covariance and correlation coefficient of the two stocks monthly returns with each other and with the returns of the S&P 500 index.

Month	Monthly Returns (%)			Month	Monthly Returns (%)			Month	Monthly Returns (%)
Ended	Yahoo	Google	S&P500	Ended	Yahoo	Google	S&P500	Ended	Yahoo	Google	S&P500
7-Dec	-13.241	-0.219	-0.692	6-Dec	-5.442	-5.018	1.403	5-Dec	-2.61	2.457	0.036
7-Nov	-13.794	-1.98	-4.182	6-Nov	2.544	1.767	1.899	5-Nov	8.818	8.806	3.778
7-Oct	15.861	24.632	1.59	6-Oct	4.193	18.534	3.257	5-Oct	9.249	17.595	-1.668
7-Sep	18.093	10.096	3.736	6-Sep	-12.314	6.174	2.575	5-Sep	1.561	10.65	0.81
7-Aug	-2.237	1.029	1.497	6-Aug	6.227	-2.087	2.376	5-Aug	-0.06	-0.612	-0.912
7-Jul	-14.302	-2.43	-3.097	6-Jul	-17.758	-7.805	0.616	5-Jul	-3.781	-2.172	3.717
7-Jun	-5.47	4.979	-1.66	6-Jun	4.463	12.778	0.133	5-Jun	-6.855	6.088	0.143
7-May	2.354	5.628	3.486	6-May	-3.63	-11.035	-2.875	5-May	7.826	26.032	3.179
7-Apr	-10.387	2.885	4.428	6-Apr	1.612	7.164	1.342	5-Apr	1.77	21.877	-1.896
7-Mar	1.393	1.938	1.116	6-Mar	0.624	7.551	1.244	5-Mar	5.051	-3.979	-1.769
7-Feb	9.007	-10.379	-1.95	6-Feb	-6.735	-16.188	0.271	5-Feb	-8.35	-3.9	2.103
7-Jan	10.846	8.908	1.511	6-Jan	-12.264	4.291	2.648	5-Jan	-6.555	1.468	-2.437

Which companys returns are more closely correlated with the returns of the index?