A stock has an expected return of 13.8 percent, the risk-free rate is 3.4 percent, and the market risk premium is 9.1 percent. What must the beta of this stock be?

Fill in the missing information in the following table. Assume that Portfolio AB is 40 percent invested in Stock A.(Negative values should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

Annual Returns on Stocks A and B
Year	Stock A	Stock B	Portfolio AB
2009	13	%	23	%	%
2010	36.2	%	36.8	%	%
2011	19.4	%	46.8	%	%
2012	25.6	%	16.4	%	%
2013	13.8	%	25.2	%	%
Average return	%	%	%
Standard deviation	%	%	%