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 JSW, the standard deviation representing its total risk is 50%, the standard deviation of market return is 20%, and JH has a beta of 2.00. What is JSW's correlation coefficient with the market return?