Based on the following stock return information for Johnson & Johnson and Walt Disney,

State of Economy	Probability of State of Economy	Return on Johnson & Johnson	Return on Walt Disney Co.
Sick	.30	.025	.029
Normal	.65	.133	.057
Healthy	.05	.213	.087

The correlation between the returns of the two stocks is:

(Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 32.1616.)

• 0.0153

• 0.0011

• 0.077

• 0.9776

• 0.0002