P is an equally-weighted portfolio of stock A & B. What is the correlation coefficient between stock B and portfolio P? (1) 0.1; (2) 0.2; (3) 0.3; (4) 0.4; (5) 0.5; (6) 0.6; (7) 0.7; (8) 0.8; (9) 0.9; [o(r): standard deviation of the rate of return] o(r) correlation coeffici ent Stock A 9% Stock B 20% 0