portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 22%, while stock B has a standard deviation of return of 6%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0.033 , the correlation coefficient between the returns on A and B is Multiple Choice 0.679 0.408 0.272 0109