Explain!

For the stocks A and B you observe the following relationship to the market portfolio: B Correlation (p) 0.3689 0.8482 Volatility (0) 14.66% 3.41% 8.64% 8.64% Market Volatility (om)11.15% 11.15% risk-free rate (ref) 1.84% 1.84% Compute the Market Betas for both Stocks! (rounded to four decimal places) Select one: a. 0.0409; 0.0938 b. 0.0538;0.0287 c. 0.4826; 0.2574 O d. 0.0538; 2.7520 e. 0.2792; 2.7520 a. False. b. False. c. False. d. True. e. False. The correct answer is: 0.4826; 0.2574