A portfolio is comprised of equal weights of two stocks labeled Stock X and Stock Y. The covariance between Stock X and Stock Y is 0.125. The standard deviation of Stock X is 0.50, and the standard deviation of Stock Y is 0.50. Which of the following comes closest to the correlation coefficient between Stock X and Stock Y? A. The correlation coefficient = 0.50 B. The correlation coefficient = 0.25 C. The correlation coefficient = 0.40 D. The correlation coefficient = 1.00 E. The correlation coefficient = 0.00