[NOTE: While you do not need to know how to statistically calculate a correlation coefficient in this course, it is the case 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 22.72%. Suppose a portfolio is invested 75% in Asset A and 25% in Asset B. The standard deviation of the portfolio = 15.89%. What is the correlation coefficient in expected returns between Asset A and Asset B? (Round your answer to 2 decimal places, Correlation(A,B) = e.g 0.36)