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. If the variance of return on the portfolio is 0.041, the correlation coefficient between the returns on A and B is Multiple Choice O 0.291 0.727 O O 0.436 O 0.131