3-4. Find the CAPM beta of the following stock, where Rg is stock return, RM is market return, g is average of stock returns, RM is average of market returns, COV(Rp, RM) is covariance between Rg and Rm, and VAR(RM) is variance of market returns. Year RE RE - RE RM RM - RM (RM-RM) (Re - Rg) (RM - RM) 1 0.2 -0.2 2 -0.1 0.1 3 0.1 - 0.1 4 -0.2 0.2 RM= Re = COV(RE, RM= VAR(RM) = CAPM beta = COV(Rp, RM)/VAR(RM)=