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	.20	.030	.024
Normal	.55	.128	.052
Healthy	.25	.208	.082

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.)

multiple choice

• 0.0804

• 0.0004

• 0.0194

• 0.0015

• 0.9642