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You have the following information: t1 t2 t3 t4 KO Returns 0.08 -0.02 0.02 -0.06 PEP Returns 0.08 0.05 0.02 -0.02 What is the Correlation

You have the following information:

t1 t2 t3 t4
KO Returns 0.08 -0.02 0.02 -0.06
PEP Returns 0.08 0.05 0.02 -0.02

What is the Correlation Coefficient between KO and PEP?

Type your answer as decimal and not as a percentage (i.e., 0.052 and not 5.2). Round to the nearest 2-decimals.

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