A portfolio is composed of two stocks, A and B$.$ Stock A has a standard deviation of return of $26\%,$ while stock B has a standard deviation of return $20\%.$ Stock A comprises $60\%$ of the portfolio, while stock B comprises $40\%$ of the portfolio. If the variance of return on the portfolio is $0\mathrm{.}046,$ the correlation coefficient between the returns on A and $B$ is

Multiple Choice