Calculate the correlation coefficient between the two securities of a portfolio that has 45 percent in stock X (with an expected return of 36 percent and a standard deviation of 12.1 percent) and 55 percent in stock Y (with an expected return of 31 percent and a standard deviation of 15.1 percent). The portfolio standard deviation is 6 percent. The correlation coefficient between the two securities is ? (Please retain at least 4 decimal places in your calculations.) O a. -0.69 O b. 0.69 O c. 0.86 O d. -0.86 O e. Insufficient information