Stock A has an expected annual return of 29% and a volatility of 38%. Stock B has an expected annual return of 39% and a volatility of 44%. Two portfolios are created using only shares of Stock A and Stock B. The two portfolios have expected returns of 32.30% and 37.40% and have the same Sharpe Ratio. The risk-free rate is 2.9%. Find the correlation between the returns of Stock A and Stock B. 0.457 0.387 0.317 O 0.422 O 0.352