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The variance-covariance matrix for Assets A and B is given below. Calculate the correlation of A with B. Express your answer as a decimal with

The variance-covariance matrix for Assets A and B is given below. Calculate the correlation of A with B. Express your answer as a decimal with four digits after the decimal point (e.g., -0.1234 or 0.1234, not -12.34% or 12.34%).

Asset A Asset B
Asset A 0.1 0.039
Asset B 0.039 0.21

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