问题如下：
Calculate the correlation of the two assets:
return variance of stock A: 0.16,
return variance of stock B: 0.09,
covariance between the returns of A and B: 0.009.
选项：
A. 0.075
B. 0.625
C. 0.001
解释：
A is correct
Correlation = 0.009/[(0.40)(0.30)] = 0.075
Incorrect answer:
Correlation = 0.009/[(0.16)(0.09)] = 0.625
Correlation = 0.009*0.40*0.30 = 0.00108
请问这题讲的是哪个知识点，用的是哪个公式