MM Hebron's correlation with the returns on the S&P $500$ index is

$0\mathrm{.}35$ and its variance of returns is $0\mathrm{.}0025.$

If the variance of the S&P $500$ index returns is $0\mathrm{.}00185,$ MM Hebron's

beta is:

$0\mathrm{.}39$

$0\mathrm{.}72$

$0\mathrm{.}65$