The Returns on the Stock of DEF and GHI Companies

The returns on the stock of DEF and GHI companies over a 4 year period are shown below: $$\begin{array} { | l | l | l | } \hline \text { Year } & \text { DEF } & \text { GHI } \\\hline & 8 \% & 11 \% \\\hline & 12 \% & 9 \% \\\hline & - 5 \% & - 9 \% \\\hline & 6 \% & 13 \% \\\hline\end{array}$$ From this limited data you should conclude that returns on

A) DEF and GHI are negatively correlated.
B) DEF and GHI are somewhat positively correlated.
C) DEF and GHI are perfectly positively correlated.
D) DEF and GHI are uncorrelated.