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A) 0.475

B) 0.285

C) 0.190

D) 0.104

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 28%, while stock B has a standard deviation of return of 22%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0.050, the correlation coefficient between the returns on A and B is Multiple Choice 0.475 0.285 ninn