Consider the properties of the returns to stock A and the market m. OA = 20% PA,m = 0.4 Om = 15% Erm)= 15% where o denotes the standard deviation of asset i (i = A or m); PA,m denotes the correlation between asset A and the market portfolio; and E(rm) is the expected return on the market portfolio. What is the beta of stock A? O a. 0.850 b. 0.667 OC. 0.533 O d. 0.300 O e. 0.400