Portfolio Weight Volatility 14% Correlation with Market Portfolio 0.7 0.25 Firm Taggart Transcontinental Wyatt Oil Rearden Metal 18% 0.6 0.35 0.35 0.40 15% 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%. The beta for Taggart Transcontinental is closest to: O 0.75 O 0.80 0 1.00 0 1.10