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	.23	.013	.041
Normal	.58	.145	.069
Healthy	.19	.225	.099

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

• 0.0015

• 0.9647

• 0.0187

• 0.0003

• 0.0807