Question: Calculate the correlation between Home Depot's and IBM's returns. Year End Lowes Realized Return Home Depot Realized Return IBM Realized Return 2000 20.1% -14.6% 0.2%

Calculate the correlation between Home Depot's and IBM's returns.

Year End Lowes Realized Return Home Depot Realized Return IBM Realized Return 

2000 20.1% -14.6% 0.2% 

2001 72.7% 4.3% -3.2%

 2002 -25.7% -58.1% -27.0% 

2003 56.9% 71.1% 27.9% 

2004 6.7% 17.3% -5.1% 

2005 17.9% 0.9% -11.3%



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