Firm	Portfolio Weight	Volatility	Correlation with Market Portfolio
Taggart Transcontinental	0.25	14%	0.7
Wyatt Oil	0.35	18%	0.6
Rearden Metal	0.40	15%	0.5

The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk-free rate of interest is 4%.

The beta for Wyatt Oil is closest to:

		1.00
		0.75
		0.80
		1.10