A portfolio is comprised of equal weights of two stocks labeled Stock X and Stock Y. The covariance between Stock X and Stock Vis 0.10. The standard deviation of Stock X is 0.50 and the standard deviation of Stock Yis 0.50 Which of the following comes closest to the correlation coefficient between Stock X and Stock ? Select one O a 0.60 o b. 0.00 oc 0.40 Od 1.00 0.50