Answer:
correlation coefficient 0.0904
Step-by-step explanation:
correlation coefficient can be calculated by using given relation:

co variance of the returns = 0.0087
standard deviation (Stock A) = 0.26
standard deviation (Stock B) = 0.37
= 0.0087 / (0.26*0.37)
= .0087 / 0.0962
= 0.0904