Using the following information: 
What is the correlation coefficient?
Definitions:
Convertible Bond
A type of bond that can be converted into a predetermined amount of the company's equity at certain times during its life, usually at the discretion of the bondholder.
Yankee Bond
A bond issued in the United States by foreign banks and corporations, denominated in U.S. dollars.
DAX
The stock market index that represents 40 of the largest and most liquid German companies trading on the Frankfurt Stock Exchange.
Nikkei
A redefinition: A major stock market index in Japan, tracking the performance of top-performing companies and serving as a barometer for the Japanese economy.
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