What is the correlation between Lowes' and Home Depot's returns? Please input your response rounded to three decimal places

Lowes Year-End Realized 2000 2001 2002 2003 2004 2005 Return 23.4% 67.4% -20 0% 59.5% 14.7% Home Depot Realized Return -11.0% 6.6% -50.0% 67.5% 11.6% 0.5% IBM Realized Return 0.2% -27.0% 27.9% -11.3% What is the correlation between Lowes' and Home Depot's returns? Please input your response rounded to three decimal places.