Period asset A asset B market portfolio

1 10% 6% 4%

2 -3% 6% 1%

3 5% 2% 5%

4 2% 4% 2%

5 1% 2% 1%

The correlation coefficient between assets A and B is

1. 1.498%
2. .05
3. .041
4. .00665
5. None of the above