The shares of Kinaxis and Kinross show the following historical returns over the last four years: Year Kinaxis Kinross 1 8.2% 15% -4.72% 3.15% 3 21.65% 31.69% 34.19% 24.32% |-8.94% According to your calculations, the yields on the Kinaxis and Kinross share have a correlation of:

a)11.28 b) 0.118 c) 0.28 d) None