a portfolio is composed of two stocks a and b stock a has a standard deviation of return of 24%

Question 12 1 pts 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 .0350, the correlation coefficient between the returns on A and Bis 583 225 438 .327