I need to calculate the linear relationship between the companies using the correlation coefficient. Here I need to calculate the correlation between company pairs. For example: company 1 vs company 2, company 1 vs company 3, etc.

Table_cor <- Monthly_Ret_Join %>%

group_by(symbol) %>%

summarise(Num_of_Months=n(),

mRet_Mean=mean(mRet, na.rm= TRUE),

mRet_SD=sd(mRet, na.rm= TRUE),

Rb_SD=sd(Rb, na.rm= TRUE),

Cov_mRet_Rb=cov(x=mRet,y=Rb, use="pairwise.complete.obs"),

Cor_mRet_Rb=cor(x=mRet,y=Rb, use="pairwise.complete.obs"),

Cor_mRet_Rb2=Cov_mRet_Rb/(mRet_SD*Rb_SD))

This line compares every company with the portfolio, but I need to compare the other companies between them.

Cor_mRet_Rb=cor(x=mRet,y=Rb, use="pairwise.complete.obs")

So, I just need to modify R code to obtain these calculations.