GSK stock has a market beta with respect to the FTSE $100$

index of $0\mathrm{.}6.$ When the volatility of the stock and FTSE $100$ are $35\%$ and $25\%$ respectively, what is the market correlation for GSK$?$ Give your answer to $2$ d$.$p$.$s

$1\mathrm{.}6$

O $0\mathrm{.}34$

$0\mathrm{.}43$

O $0\mathrm{.}84$