Two Variables · Superchallenge problem

Cluster A is the four points $(0, 0)$, $(0, 2)$, $(2, 0)$, $(2, 2)$. Cluster B is the same square shifted to $(4, 4)$, $(4, 6)$, $(6, 4)$, $(6, 6)$. Within each cluster the correlation is $0$. What is the correlation of all eight points together?