The variance of returns for stock $A$ is $\mathrm{.}006.$ The variance of stock $J$ is $\mathrm{.}008.$ The covariance

between the two stocks is $\mathrm{.}004.$ What is the correlation coefficient between stocks A and

J$?$

$0\mathrm{.}833$

$0\mathrm{.}089$

$0\mathrm{.}400$

$0\mathrm{.}577$

none of the above.