Click.o see addionalinstructions CNOTE: While you do not need to know how to statistically calculate a correlation coefficient in this course, it is the cirse that you have all the tools you need to answer the following question.] Consider the following: Asset A has an expected return of 10,67% and a standard deviation in expected returns of 16.36%. Asset B has an expected return of 16.85% and a standard deviation in expected returns of 22.724t. Suppose a portfolio is irvested 75% in Asset A and 25% in Asset B. The standard deviation of the portolio 15.89%. What is the correlation coefficient in expected returns between Asset A and Asset B? Correlation (A,B)= (Round your answer to 2 decimal places, e.g 0.36) Mark for Review What's This