A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 16%, while stock B has a standard deviation of return of 22%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0.031, the correlation coefficient between the returns on A and B is
Multiple Choice
0.499
0.183
0.831
0.332