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Given the following information, and the assumptions of the single-factor model, what is the beta factor of stock 1 ? [ begin{array}{l} beta_{2}=1.2 sigma^{2}left(r_{m}

image text in transcribed Given the following information, and the assumptions of the single-factor model, what is the beta factor of stock 1 ? \\[ \\begin{array}{l} \\beta_{2}=1.2 \\\\ \\sigma^{2}\\left(r_{m}\ ight)=0.3162 \\\\ \\operatorname{cov}\\left(r_{1}, r_{2}\ ight)=0.09 \\end{array} \\] Given the following information, and the assumptions of the single-factor model, what is the beta factor of stock 1 ? \\[ \\begin{array}{l} \\beta_{2}=1.2 \\\\ \\sigma^{2}\\left(r_{m}\ ight)=0.3162 \\\\ \\operatorname{cov}\\left(r_{1}, r_{2}\ ight)=0.09 \\end{array} \\]

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