The table shows monthly returns for a value weighted stock index for month (t) and month (t-1). What is the correlation between the return for month (t) and the return for month (t-1)? Round to 2 decimal places. Date Ret (t) Ret (t-1) 20160129 -0.057035 -0.022257 20160229 0.000682 -0.057035 20160331 0.07046 0.000682 20160429 0.011799 0.07046 20160531 0.014296 0.011799 20160630 0.003123 0.014296 20160729 0.03874 0.003123 20160831 0.002787 0.03874 20160930 0.003016 0.002787 20161031 -0.02159 0.003016 20161130 0.040415 -0.02159 20161230 0.018775 0.040415