14. Find the CAPM beta of the following stock, where R is stock return, RM is market return, Rg is average of stock returns, RM is average of market returns, COV(R, Rm) is covariance between Rg and Ry, and VAR(Rm) is variance of market returns. Year RE RE - RE | Ru RuRu (RE-RE) X (RM-RM) (RM - RM 1 0.10 0.05 2 -0.10 -0.05 3 -0.30 -0.15 4 0.40 0.20 Rg = RM = COV(RE, RM VAR(RM) = Q 14. Find the CAPM beta. CAPM beta =