You have invested $40,000 in an Alligator stock and $60.000 in a Crocodile stock. The total value of your portfolio is $100,000. The return of this portfolio has a standard deviation of 0.7. i.e.. Op = 0.7.) The Alligator has a standard deviation of 0.5 and the Crocodile stock has a standard deviation of 1.0. (That is. A = 0.5 and ac 1.0.) What is the correlation between the Alligator stock and the Crocodile stock? (a) 1.000 (b) 0.750 (c) 0.625 (d) 0.500 (e) 0.375