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A stock has a standard deviation of 25.4 percent and a correlation with the market of 0.51633. The market has a standard deviation of 12.2

A stock has a standard deviation of 25.4 percent and a correlation with the market of 0.51633. The market has a standard deviation of 12.2 percent. What is the beta of this stock?

1. .294

2. .572

3. .926

4 .973

5. 1.075

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