Consider Dakota, Inc. that trades on a public exchange in Canada. The prospects for Dakota, Inc. in the upcoming year have been analyzed against the prospects for a large index of Canadian stocks: Expected Return for Dakota, Inc. = 0.08 and the Expected Return for the Canadian Index = 0.12 The Variance of Dakota Inc. = 0.005 and the Variance of the Canadian Index = 0.04 The Covariance between Dakota, Inc. and the Canadian Index = 0.036. From these data, which of the following is closest to the beta of Dakota, Inc? A. Beta = 1.15 B. Beta = 0.80 C. Beta = 0.00 D. Beta = 1.12 E. Beta = 0.90