Question: Consider the data provided in the table for a portfolio of assets A and B. The standard deviation of the portfolio is 27.5%. 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 27.5%. What is the correlation of returns of the two assets? Asset A Asset B Portfolio Weight 0.25 0.75 0.4 0.5 Standard Deviation Variance 0.16 0.25 Express your answer in decimal form rounded to two decimal places (le., 0.12). Correlation of returns =

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