Suppose an analyst use the single-factor model to measure portfolio credit risk, he starts by imagining a number of firms $i = 1, 2,...$, each with its own correlation $\beta_i$ to the market factor. Assume firm 1 is "cyclical" and has $\beta_1 = 0.5$, while firm 2 is "defensive" and has $\beta_2 = 0.1$. What is the asset return correlation of the two firms?