You may attempt this question $3$ more times for credit. and $0\mathrm{.}06$ in an economic boom. For the market the state dependent returns are $-0\mathrm{.}12$ in recession, and $0\mathrm{.}14$ in boom. The analyst consider each state to be equally likely.

Compute the correlation coefficient between Goldday and the Market.

State your answer in decimal form, working your analysis using at least four decimal places of accuracy.