Deutsche Boerse AG German Stock Index DAX has an average annual market return of 13% with a standard deviation of 20%. Both average return and its standard deviation are measured in local currency, euro(). DAXs standard deviation in terms of US dollar ($) is measured as 23%. Also, the standard deviation of the direct exchange rate , g, is 10%. Given these, what is the correlation coefficient between DAX returns and the direct exchange rate(g)?