Question: Question 18 (1 point) Stock A has an expected return of 13.1% per year and an expected return variance of 278.4%% per year. Stock B

Question 18 (1 point) Stock A has an expected return of 13.1% per year and an expected return variance of 278.4%% per year. Stock B has an expected return of 9.8% per year and an expected return variance of 315.3%% per year. The covariance of the expected returns is -191.4%%. What is the correlation coefficient between the expected returns of stocks A and B? 1) -0.34 O 2) -0.65 ( 3) -0.49 ( 4) -0.53 ( 5) -0.22

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