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If the market returns 8%, PennCo's stock returns 12%, if the market returns -8%, PennCo's stock returns -12%. What is PennCo's Beta? O 0.4 O

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If the market returns 8%, PennCo's stock returns 12%, if the market returns -8%, PennCo's stock returns -12%. What is PennCo's Beta? O 0.4 O 0.66 O 1.4 O 1.5 O 0.33

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