Consider the following time series of returns for ABC stock and the S&P500 Index over 5 years. For ABC it's -6, 3, 5, 12, -15 and for S&P 500 it's -4, 2, 3, 6, -11. What is the Beta of ABC stock: (a) -0.68; (b) 0.33; (c) 1.54; (d) -0.23