With the clean decomposition of variance in the framework of a single index model, we have discussed various relationships among rho (the correlation coefficient), the beta, the market return standard deviation, the systematic risk, the individual stock standard deviation representing total risk, and the firm-specific standard deviation. Suppose for stock JH, the standard deviation representing its total risk is 50%, the standard deviation of market return is 20%, and the standard deviation representing JH's firm-specific risk is 30%. What is JH's correlation coefficient with the market return?

Note: I got 0.40 and mark me wrong.