The Correlation between Stock X's and Stock Z's returns is closest to:

A
Explanation:  A)
Year End   Stock X Realized Return   Stock Z
 Realized Return   Stock X Deviation
(RL - RL)   Stock Z  Deviation
(RI - RI)   (RL - RL)
×
(RI - RI)
2004   20.1%   0.2%   -4.7%   3.3%   -0.00155542
2005   72.7%   -3.2%   47.9%   -0.1%   -0.00048871
2006   -25.7%   -27.0%   -50.5%   -23.9%   0.12061406
2007   56.9%   27.9%   32.1%   30.9%   0.09943858
2008   6.7%   -5.1%   -18.1%   -2.0%   0.00367960
2009   17.9%   -11.3%   -6.9%   -8.2%   0.00565832
average =   24.8%   -3.1%         
               
      Variance =   0.125447467   0.032239975   
      Stdev =   0.354185639   0.179554936   
               
            Covariance =   0.045469287
            Correlation =   0.714973344
               
            Var(Port) =   0.062156504