Consider a portfolio 30% of which is invested in stock A and 70% invested in ETF mimicking the S&P500. Stock A has an expected return of 27% and a standard deviation of 35%, and ETF has an expected return of 19% and a standard deviation of 21%. Calculate stock As beta if correlation between stock A and ETF equals 0.35.

		0.58
		0.42
		0.96
		1.58