using this info what is the correlation coefficient between returns of DVYA and SPEM?

A reputable analyst published her last research report with the following information for the next year about two widely popular securities (ETFs): State Probability SPEM DVYA Market High 0.3 5% 20% to Moderate 0.5 25% 10% Low 0.2 -18% -12% E(R) 10.4% 8.6% 9.0% 0i 16.63% 11.17% 12.00% Bi 1.50 0.92 1.00 The risk-free rate is 4%