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RA 3% + 1.6 RM + eA RB -2% + 2.2 RM + eB Market SD 20% R-SquareA 40% R-SquareB 30% Calculate Coffeicient of Correlation

RA 3% + 1.6 RM + eA
RB -2% + 2.2 RM + eB
Market SD 20%
R-SquareA 40%
R-SquareB 30%
Calculate Coffeicient of Correlation between Stock A and Stock B?

0.248

0.284

0.311

0.346

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