Q-86. A risk manager gathers five years of historical returns to calculate the Kendall τ correlation coefficient for stocks X and Y. The stock returns for X and Y from 2010 to 2014 are as follows:
Year
X
Y
2010
5.0%
-10.0%
2011
50.0%
-5.0%
2012
-10.0%
20.0%
2013
-20.0%
40.0%
2014
30.0%
15.0%
What is the Kendall τ correlation coefficient for the stock returns of X and Y?