Michael is an avid sport gambler and is going to incorporate a new Premier League strategy, which bets on teams that out

[answerhappygod]

Michael is an avid sport gambler and is going to incorporate a
new Premier League strategy, which bets on teams that outperform
expectations when it rains. Under the strategy, Arsenal (a PL
football club) will generate a 35% return if it rains, and only a
5% return if it does not rain (either way Arsenal is going to
outperform expectations). The other team, Manchester City, will
generate a 20% return if it rains, but a -10% return if it does not
rain. If there is a 30% chance of rain, what is the correlation
between the returns from Arsenal and Manchester City?