20 DO 5 points The covariance of the monthly returns on the stock ABC and those on S&P500 index is 0.001791; and the variance of the ABC's returns and the market returns is 0.0013 and 0.0011, respectively. What is the beta of ABC, and is it more or less volatile than the market? O 0.61; more volatile O 0.61; less volatile O 1.63; more volatile O 1.63; less volatile