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	.22	.028	.026
Normal	.57	.130	.054
Healthy	.21	.210	.084

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

• 0.019

• 0.0004

• 0.9644

• 0.0015

• 0.0807