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You have two stocks A and B in your portfolio. The covariance of A and B is 0.0071. The standard deviation is stock A is

You have two stocks A and B in your portfolio. The covariance of A and B is 0.0071. The standard deviation is stock A is 0.20 while the standard deviation of stock B is 0.05. What is the correlation coefficient between Stock A and B? Please round up and write your answer in two decimals (e.g. if your answer is 0.2591, write 0.26)

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