A portfolio is composed of two stocks, A and B$.$ Stock A has a standard deviation of return of $23\%,$ while stock $B$ has a standard deviation of return of $17\%.$ Stock A comprises $70\%$ of the portfolio, while stock B comprises $30\%$ of the portfolio. If the variance of return on the portfolio is $0\mathrm{.}040,$ the correlation coefficient between the returns on A and $B$ is

Multiple Choice

$0\mathrm{.}699$

$0\mathrm{.}489$

$0\mathrm{.}210$

$0\mathrm{.}119$