value 3.03 points MC Qu. 02 A portfolio is composed of two stocks, A and B. Stock ... A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 20%, while stock B has a standard deviation of return of 15%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio ls .030, the correlation coefficient between the returns on A and B is O 500 0833 333 O 125 References Multiple Choice Difficulty: 3 Hard