Click to see additional instructions What follows is a numeric fill in the blank question with 1 blanks. [NOTE: While you do not need to know how to statistically calculate a correlation coefficient in this course, it is the case that you have all the tools you need to answer the following question.] Consider the following: Asset A has an expected return of 12.5% and a standard deviation in expected returns of 7.5%. Asset B has an expected return of 13.33% and a standard deviation in expected returns of 4%. Suppose a portfolio is invested 50% in Asset A and 50% in Asset B. The standard deviation of the portfolio = 5.75%. What is the correlation coefficient in expected returns between Asset A and Asset B? Correlation(A,B) = Blank 1. Fill in the blank, read surrounding text. (Round your answer to 2 decimal places, e.g 0.36)