A portfolio is composed of two stocks, A and B$.$ Stock A has a standard deviation of return of $22\%,$ while stock B has a standard deviation of return of $16\%.$ Stock A comprises $60\%$ of the portfolio, while stock B comprises $40\%$ of the portfolio. If the variance of return on the portfolio is $0\mathrm{.}033,$ the correlation coefficient between the returns on A and B is

Multiple Choice:

$0\mathrm{.}679$

$0\mathrm{.}408$

$0\mathrm{.}272$

$0\mathrm{.}109$