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: $-11\mathrm{.}00\%(1\mathrm{.}00\%)$; $-3\mathrm{.}00\%(6\mathrm{.}00\%)$; $3\mathrm{.}00\%(6\mathrm{.}00\%)$;

$14\mathrm{.}00\%(5\mathrm{.}00\%)$; and $19\mathrm{.}00\%(5\mathrm{.}00\%)$ respectively. What is the

correlation coefficient of the two companies' stock returns?