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Consider the capital asset pricing model (CAPM). Assume you observe the following: Standard deviation of stock A 0.4 Standard deviation of the market 0.15 Correlation

Consider the capital asset pricing model (CAPM). Assume you observe the following:

Standard deviation of stock A	0.4
Standard deviation of the market	0.15
Correlation between the market and stock A	0.35

What is the beta of stock A? Provide at least two digits in your answer.

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