Assume that a security is fairly priced and has an expected rate of return of 0.17. The market expected rate of return is 0.11 and the risk-free rate is 0.04. The beta of the stock is Round your answer to two decimal points. In an efficient market the correlation coefficient between stock returns for two non-overlapping time periods should be O positive and large. O positive and small. zero. negative and small. negative and large