I am having a problem with this question on CAPM and beta. Assume that the market is in equilibrium and portfolio AB has 50% invested in stock A and 50% in stock B. Stock A has an expected return of 10% and a standard deviation of 20%. Stock B has an expected return of 13% and a standard deviation of 30%. The risk free rate is 5% and the market risk premium (Rm-Rf) is 6%. The returns of stock A and B are independent of each other, with a correlation coefficient of zero.

The correct statement is that the beta of stock A is .8333 Can you help me determine how they calculated the beta?