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 0.040, the correlation coefficient between the returns on A and B is Multiple Choice () 0.699 O 0.489 O 0.210 0.119