Assume that the CAPM holds. The risk premium on ABC Inc.s stock is 10%. The firm specific standard deviation of the stock is 19.8% and the total standard deviation is 30%. The market risk premium is 8% and the standard deviation of the market return is 18%. ABC Inc.s weight in the market portfolio is 1.8%. What is the correlation between the returns on ABC Inc.s stock and the market portfolio? Choose the closest value. a) 1.00 b) 0.75 c) 0.66 d) 0.50