Consider the following annual closing prices of stock A, values of market index (S&P 500) and Treasury bills rate. D Market Index Value Risk Free Rate 8002 1.26 10109 1.56 12521 1.16 10601 1.84 8973 1.32 10870 A B 1 Date Stock A Prices in $ 22 Period 1 63 a Period 2 81 4 Period 3 97 S Period 4 93 6 Period 5 104 Period 6 86 8 Period 7 125 9 Period 8 115 ine Period 9 75 11 Period 10 9B 12 Period 11 93 13 Period 12 83 14 Period 13 85 115 16 10880 10381 108 1.88 1.57 1.58 9602 9952 1.85 ANAS 1.01 11087 10161 8118 1.04 1.56 What is the value of CAPM beta for stock A? O 0.5432 O 0.485 O 0.388 O 0.291 O 0.097