Question: Using the table below, calculate the correlation coefficient of security B with the market. Time A, % B, % C, % D, % Mkt, %
Using the table below, calculate the correlation coefficient of security B with the market.
| Time | A, % | B, % | C, % | D, % | Mkt, % |
| 1 | 18.56 | 18.23 | 12.82 | 12.43 | 12.28 |
| 2 | 15.27 | 18.24 | -5.82 | 13.45 | 5.99 |
| 3 | 14.12 | 14.71 | 12.58 | 4.32 | 12.41 |
| 4 | -1.57 | -6.56 | -7.43 | -8.54 | -4.48 |
| 5 | 13.16 | 9.12 | 12.45 | 12.21 | 13.41 |
| 6 | 21.22 | 6.34 | 17.54 | 8.12 | 14.32 |
Group of answer choices
0.24
0.64
0.57
0.76
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