[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 12.5% and a standard deviation in expected returns of 7.5%.

Asset B has an expected return of 13.33% and a standard deviation in expected returns of 4%.

Suppose a portfolio is invested 50% in Asset A and 50% in Asset B. The standard deviation of the portfolio = 5.75%.

What is the correlation coefficient in expected returns between Asset A and Asset B?

Correlation(A,B) = (Round your answer to 2