The correlation between the returns of stocks A and B is 0.44 . The covariance between the returns of stocks A and B is 0.0982 . The standard deviation of the return of stock A is 0.34 . What is the standard deviation of the return of stock B ? Round all intermediate calculations to 6 decimal points. Your final answer should be within 0.02 of the correct answer choice. 1) 0.66 2) 0.48 3) 0.33 4) 0.39