Based on the following stock return information for Johnson & Johnson and Walt Disney,

State of Economy	Probability of State of Economy	Return on Johnson & Johnson	Return on Walt Disney Co.
Sick	.27	.022	.032
Normal	.62	.136	.060
Healthy	.11	.216	.090

The correlation between the returns of the two stocks is:

(Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 32.1616.)

multiple choice

• 0.0794

• 0.0171

• 0.0003

• 0.0013

• 0.9683