. Kendra Jackson, financial analyst, is given the following information on two stocks, Rockaway and Bridgeport. Covariance between the two stocks = 0.020 Standard Deviation of Rockaway's returns = 0.25 Standard Deviation of Bridgeport's retums = 0.13 Variance of Rockaway's returns = 0.0625 Variance of Bridgeport's returns = 0.0169 Assuming that Jackson must construct a portfolio using only these two stocks, what is the correlation between the two stocks? O 0.307 O 0.153 O 0.615 0.082