You are given the covariance between the returns for Asset A and Asset B. The correlation between the returns is given by which of the following? Note that SD(A) is the standard deviation of A, VAR(A) is the variance of A, and COV(A,B) is the covariance between the returns of A and B. The "x" represents multiplication.

• A. SD(A) / SD(B)
• B. COV(A,B) x SD(A) x SD(B)
• C. COV(A,B) / SD(A) x SD(B)
• D. COV(A,B) / (SD(A) x SD(B))
• E. (SD(A) x SD(B)) / COV(A,B)
• F. VAR(A) / VAR(B)
• G. COV(A,B) / VAR(A) x VAR(B)