Consider the following: Asset A has an expected return of 10

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?

Correlation(A,B) =                    Blank 1. Fill in the blank, read surrounding text. (Round your answer to 2 decimal places, e.g 0.36)