Suppose the index model for stocks X and Y is estimated from excess returns with the following results: Rx = 0.025 + 0.75Rm +ex R-square(x) = 0.17 Ry = -0.025 + 1.3Rm +ey R-square(y) = 0.1 The market index has a standard deviation of 0.22. What is the correlation coefficient between the two stocks?

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