a portfolio is composed of two stocks a and b stock a has 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 return on the portfolio is 0.046 the correlation coefficient between the returns on a and b

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 26%, while stock Bhas a standard deviation of return of 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 0.046, the correlation coefficient between the returns on A and B is Multiple Choice o ooo