Consider the following stock returns for B&A Trucking, Inc. and the market index:

B&A's beta is estimated to be about:

a) +2.0

b) +1.0

c) +0.5

d) -0.5

e) -1.0

f) -2.0

Holding-period returns (%) . ? . . . . B&A Trucking (Y-Axis) -12 -10 -8 -6 -4 -2 24 6. | 8 10 1214 . . . . -12- S&P 500 Index (X-Axis)