Question: 1. Year Security A HPR Security B HPR 1 2% 26% 2 14% 11% 3 5% 17% Mean 7.00% 18.00% Std. dev. 6.24% 7.55% A

Year	Security A HPR	Security B HPR
1	2%	26%
2	14%	11%
3	5%	17%
Mean	7.00%	18.00%
Std. dev.	6.24%	7.55%

A portfolio consists of two securities, A and B. The annual security HPRs, arithmetic average HPRs, and standard deviations of the HPRs are above. What is the correlation coefficient for these securities?

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