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A stock has a beta of 1.2 and a standard deviation of 17.0%. The market has a standard deviation of 8.9%. What is the stock's

A stock has a beta of 1.2 and a standard deviation of 17.0%. The market has a standard deviation of 8.9%. What is the stock's correlation with the market? a. 0.39 b. 0.63 c. 0.98 d. 0.77

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