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ssume that the market portfolio is equally likely to increase by 10%, remain stor decrease by 5%. Security "Save" goes up on average by 6% when the market goes up increases by 0.67% when the market doesn't change and goes down by 2% when the market goes down. What is the Beta of the stock? What is the implied risk free rate if the CAPM holds? (Note: please retain at least 4 decimal places in your calculations.) O a. 0.847 and 1.67% O b. 0.533 and 1.67% O c.0.533 and 2.34% O d. 0.533 and 0.67% O e. 0.847 and 0.67%