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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

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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)= (Round your answer to 2 decimal places, e.g 0.36)

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