please demonstrate the calculation steps, thank you very much.

Question 6 0.5 pts Use the following information to answer the question below. The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk-free rate of interest is 4%. Firm Portfolio Weight Volatility Correlation with Market Portfolio Taggart Transcontinental 0.25 14% 0.7 Wyatt Oil 0.35 18% 0.6 Rearden Metal 0.40 15% 0.5 The beta for Wyatt Oil is closest to: O 1.10 O 1.0 O 0.8 O 0.75