A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 25% while stock B has a variance of 0.0025. Stock A comprises 20% of the portfolio while stock B comprises 80% of the portfolio. If the variance of return on the portfolio is 0.0050, the correlation coefficient between the returns on A and B is 1) 0.225 2) 0.335 3) 0.445 4) 0.555 5) 0.665