Question 15 4 pts The CAPM holds true. The following assets are a few of the wide cross-section that is available to trade. Asset Expected return Variance Beta T-bill 0.02 o o BAY 0.08 0.25 1.3 BAR 0.12 0.04 ? Tim Toad invests 40% of his portfolio in BAY and 60% in BAR. The standard deviation of his portfolio is 0.2623. What is the correlation between BAY and BAR, to one decimal point? None of the other answers are correct. 0.4 0.6 0.0 0.3