Assume two securities A and B$.$ The correlation coefficient between these two securities can be written as:

Group of answer choices

$\backslash$rho a$,$b $=$ Cov$($Ra$,$Rb$)/\backslash$sigma a

$\backslash$rho a$,$b $=$ Cov$($Ra$,$Rb$)/\backslash$sigma b

$\backslash$rho a$,$b $=$ Cov$($Ra$,$Rb$)/\backslash$sigma $2$a $\backslash$sigma $2$b

$\backslash$rho a$,$b $=$ Cov$($Ra$,$Rb$)/\backslash$sigma a $\backslash$sigma b

$\backslash$rho a$,$b $=$ Cov$($Ra$,$Rb$)\backslash$sigma a $\backslash$sigma b