A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 25%, while stock B has a standard deviation of return of 19%. Stock A comprises 70% of the portfolio, while stock B comprises 30% of the portfolio. If the variance of return on the portfolio is .045, the correlation coefficient between the returns on A and B is _________.
A) .390
B) .106
C) .558
D) .167