Homework: Chapter 6. Learning Objective 1. Topic Homework 1. Save Score: 0 of 1 pt 7 of 15 (6 complete) HW Score: 40%, 6 of 15 pts Problem 6.L01.14 (similar to) Question Help Consider the data provided in the table below for a portfolio of assets A and B. The portfolio weights 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 0.52 = 0.25. The variance of returns of the portfolio is 0.0391. What is the correlation of assets A and B? Asset A Asset B Portfolio Weights 0.56 0.44 Variances 0.2209 0.1521 Standard Deviation 0.47 0.39 The correlation of assets A and B is (Round to two decimal places.)