10.A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 24%, while stock B has a standard deviation of return of 18%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is .0380, the correlation coefficient between the returns on A and B is _________.

A..583

B..225

C..327

D..128

I already know the answer is A. Please just provide detailed steps and formulas to provide answer. I am able to find variance and and standard deviation for similar problems when when a correlation percentage is provided but am struggling with this type of problem. Thank you