Yearly returns $($rounded to the nearest percent$)$ for SPY and IWM in the last $4$ years are

reported in the following table. Year $1,2,3,4$ SPY $(\%)6,9,12,9$ IWM $4,5,8,7$

If the covariance for yearly returns for SPY and IWM in the last $4$ years is $4,$ and the standard

deviations of SPY and IWM are $2\mathrm{.}450$ and $1\mathrm{.}826,$ what is the correlation for their yearly returns in

the last $4$ years?

A$)0\mathrm{.}894$

B$)1\mathrm{.}632$

C$)4\mathrm{.}472$

D$)2\mathrm{.}191$

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