Consider the data provided in the table below for a portfolio of assets A and B. the portfolio weights of and variances are given in the table. The variances are expressed in decimal form. For example, if the standard deviation is 50%, then the variance is .5^2 =0.25. The variance of returns of the portfolio is .2643. What is the correlation of assets A and B?

Asset AAsset B Asset A Asset IB Portfolio Weights 0.15 Variances Standard Deviation 0.56 0.85 0.4761 0.69 0.3136