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 portfolic

$40\%$ of the portfolio. If the variance of return on the portfolio is $0\mathrm{.}0380,$ the correlation coefficient between the returns on A and $B$ is

Multiple Choice

$0\mathrm{.}583$

$0\mathrm{.}225$

$0\mathrm{.}327$

$0\mathrm{.}128$