Compute the beta of risky stock ABC. Here is its data: this stock quotes in the US. Its variance is 0.022. The covariance of ABC with the US market portfolio is 0.21, and its covariance with the risk-free asset is 0.0. The US market portfolio volatility is 14%. The beta is,

Select one:

a. 2.75

b. 15.50

c. None of the above.

d. No answer

e. Imposible to compute, not enough data.