An analyst ran a regression for the last 60 months with the monthly returns for Procter and Gamble (PG) as the dependent variable and the monthly returns for the S&P 500 vanable. The results are: Regression Statistics Multiple R Square 0.521185 0.271634 Adjusted R Squa 0.259076 Standard Error Observations 0.04096 60 ANOVA 4 Regression Residual Total SS MS F gnificance F 1 0.029 0.03629 21.63032 1.968-05 58 0.097309 0.001678 59 0133599 Coefficientiondord Em Stat Pvolve tower 95K Upper 95 Nower 95 08pper 95 09 Intercept 0.003808 0.005288 0.72008 0.474368 0.00678 0.014393 0.00678 0.014393 X Variable 1 0.451944 0097179 4650841 1.96-05 0.25744 0646452 0.25744 0.646492 Based on this analysis, the correlation between market returns and PG returns is