I highly doubt any sort of strong correlation. Both intelligence and penis size are traits that are sexually selected for (the argument rages on in other threads but evolutionary biology has pretty much settled it) and I can't think of a biological or evolutionary reason why the two would ride together. It would be akin to seeing correlations between height and intelligence, or facial attractiveness and penis size.
Then again, I'm a mathematical physicist living off patent royalties, anomalous data point maybe?
Then again, I'm a mathematical physicist living off patent royalties, anomalous data point maybe?