Help Save & Exit MC Qu. 02 A portfolio is composed of two stocks, A and B. Stock ... A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 23%, while stock B has a standard deviation of return of 29%. Stock A comprises 70% of the portfolio, while stock B comprises 30% of the portfolio. If the variance of return on the portfolio is 0.042, the correlation coefficient between the returns on A and B is Multiple Choice 0.304 0.213 C 0.091