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A stock has a correlation with the market of 0.62. The standard deviation of the market is 28%, and the standard deviation of the stock

A stock has a correlation with the market of 0.62. The standard deviation of the market is 28%, and the standard deviation of the stock is 36%. What is the stock's beta?

A.1.25

B.0.80

C.0.48

D.0.20

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