A risky portfolio is composed of two stocks, X and Y. 75% of the portfolio is allocated to stock.X and 25% allocated to stock Y. Stock X has a standard deviation of return of 16% and stock Y has a standard deviation of return of 10%. If the standard deviation of return on the portfolio is 12%, the correlation coefficient between the returns on X and Y is closest to O a. -0.22 O b. -0.30 O C. -0.10 O d. 0.90 O e. 3.07