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Olushka has calculated the standard deviation of stock B's return as 0.14, and the standard deviation of the market index as 0.11. The correlation coefficient

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Olushka has calculated the standard deviation of stock B's return as 0.14, and the standard deviation of the market index as 0.11. The correlation coefficient between these two returns is 0.6. This stock's beta is approximately: a. 0.76 b. 0.39 C. 0.52 d. 0.12

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