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Assume that the correlation between a stock's returns and market returns is 0.21, and the standard deviation of returns for the stock and the market

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Assume that the correlation between a stock's returns and market returns is 0.21, and the standard deviation of returns for the stock and the market index are 32% and 35%, respectively. What is the stock's beta? Select one o a 0.21 b. 0.02 c. 0.067 d. 0.19

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