Question 304 pts There are two assets M and N. The expected return of asset M is 7% and the expected return of asset N is 11%. The standard deviation of returns of assets M and N is 3% and 7%, respectively. Half of the portfolio is invested in Asset M and half of it in asset N. The variance of the portfolio is 0.001975. What is the correlation between asset Mand asset N? Group of answer choices 0 -0.5 1 0.5