Question: Consider the data provided in the table for a portfolio of assets A and B. The standard deviation of the portfolio is 33.4092%. What is

Consider the data provided in the table for a portfolio of

Consider the data provided in the table for a portfolio of assets A and B. The standard deviation of the portfolio is 33.4092%. What is the correlation of returns of the two assets? Asset A Asset B Portfolio Weight 0.81 0.19 Standard Deviation 0.38 0.25 Variance 0.1444 0.0625 Express your answer in decimal form rounded to two decimal places (i.e., 0.12). Correlation of returns =

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