You are given the following return probability distribution for Stock X and Y:

Bear market Normal market Bull market

Probability $0\mathrm{.}20\mathrm{.}50\mathrm{.}3$

Stock X $5\%10\%20\%$

Stock Y $-5\%20\%10\%$

What is the return correlation between Stock X and Y$?$

Group of answer choices

$0\mathrm{.}2071$

$0\mathrm{.}6225$

$0\mathrm{.}5447$

$0\mathrm{.}4193$