I 5. A portfolio is composed of two stocks, A and B. The returns of stock A have a standard deviation of 15%, while the returns of stock B have a standard deviation of 9%. Stock A comprises 65% of the portfolio, and stock B comprises 35% of the portfolio. What is the correlation coefficient between the returns on stocks A and the returns on stock B if the standard deviation of the returns on the portfolio is 12%? Show your calculations