The correlation between the returns of stocks A and B is 0.65 . The covariance between the returns of stocks A and B is 0.0743 . The standard deviation of the return of stock A is 0.23 . 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. \begin{tabular}{|} \hline 0.50 \\ \hline 0.25 \\ \hline 0.32 \\ \hline 0.11 \\ \hline \end{tabular} The correlation between the returns of stocks A and B is 0.65 . The covariance between the returns of stocks A and B is 0.0743 . The standard deviation of the return of stock A is 0.23 . 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. \begin{tabular}{|} \hline 0.50 \\ \hline 0.25 \\ \hline 0.32 \\ \hline 0.11 \\ \hline \end{tabular}