The covariance between the returns of stocks A and $B$ is $-0\mathrm{.}218.$ The standard deviation of the rates of return is $0\mathrm{.}39$ for stock A and $0\mathrm{.}68$ for stock $B.$ The correlation of the rates of return between stocks A and $B$ is the closest to

Multiple Choice

$0\mathrm{.}82$

$217$

$-0\mathrm{.}82$

$-217$