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. The covariance between returns of A and B is 0.00864. Required: (3+3+4 = 10pts) A. What is the correlation coefficient between the returns on A and B? B. What is the standard deviation of the portfolio? C. If you change the portfolio mix in to 40% of A and 60% of B, what is the standard deviation of the portfolio?