Stock A has an expected annual return of 22% and a volatility of 27%. Stock B has an expected annual return of 38% and a volatility of 32%. Two portfolios are created using only shares of Stock A and Stock B. The two portfolios have expected returns of 32.24% and 34.64% and have the same Sharpe Ratio. The risk-free rate is 3.4%. Find the correlation between the returns of Stock A and Stock B. 0.310 0.446 0.344 0.378 0.412 Stock A has an expected annual return of 22% and a volatility of 27%. Stock B has an expected annual return of 38% and a volatility of 32%. Two portfolios are created using only shares of Stock A and Stock B. The two portfolios have expected returns of 32.24% and 34.64% and have the same Sharpe Ratio. The risk-free rate is 3.4%. Find the correlation between the returns of Stock A and Stock B. 0.310 0.446 0.344 0.378 0.412