Assume the standard deviation of the market return is $0\mathrm{.}2,$ the standard deviation of asset $k$ is $0\mathrm{.}45$ and the beta of asset $k$ is

$0\mathrm{.}675.$ The correlation coefficient between the return from asset $k$ and the return from the market is:

SA$.0\mathrm{.}473$

B$.0\mathrm{.}900$

C$.$ No answer

D$.0\mathrm{.}290$