For Question 17! I keep getting 0.064516!! what am i doing wrong? im missing something but not sure what?

1) A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 29%, while stock B has a standard deviation of return of 20%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0.051 , the correlation coefficient between the returns on A and B is A) 0.515 B) 0.309 C) 0.206 D) 0.103