RiskyCo and StableCo are seasonal businesses whose returns depend on the state of the economy. In the five equally$-$likely states of the world next year, RiskyCo's $($StableCo$\text{'}$s$)$ returns are expected to be: $-8\mathrm{.}00\%(1\mathrm{.}00\%)$;$-4\mathrm{.}00\%(6\mathrm{.}00\%)$;$3\mathrm{.}00\%(7\mathrm{.}00\%)$;$11\mathrm{.}00\%(4\mathrm{.}00\%)$; and $20\mathrm{.}00\%(4\mathrm{.}00\%)$ respectively. What is the correlation coefficient of the two companies' stock returns?