You are combining two imperfectly correlated risky securities (assets). Calculate the correlation coefficient between the two securities of a portfolio that contains 42% in the stock X ( with a standard deviation of 8.2% and an expected return of 12.1% and 58% in stock Y (with a standard deviation fo 14.3% and an expect return of 15.1%) The portfolio standard deviation is 8%.

The correlation coefficient between the two stock C and stock Y is?