(20) In running a regression of the returns of Stock AAA against the return on the market, the standard deviation for the returns of Stock AAA is 15%, and that of the market returns is 10%. If the estimated beta is found to be 0.6. A) What is the correlation between the returns of Stock AAA and those of the market? B) If the market falls by 3%, what is the expected return on Stock AAA? C) What is the maximum possible value of beta given that the standard deviation of the returns of Stock AAA is 15% and those of the market is 10%?