Question 10 2.5 pts Consider the following annual closing prices of stock A, values of market index (S&P 500) and Treasury bills rate. 1 Date 2 Period 1 3 Period 2 4 Period 3 5 Period 4 6 Periods 7 Period 6 8 Period 7 9 Period 8 10 Period 9 11 Period le 12 Period 11 13 Period 12 14 Period 13 15 Period 14 16 Period 15 17 18 B D Stock A Prices (in s Market Index Value Risk Free Rate (in %) 125 11829 1.51 121 11397 1.16 52 7532 1.63 96 9992 1.67 86 8585 1.52 86 9953 1.39 109 18433 1.31 107 11054 1.64 79 9385 1.9 106 13709 1.29 98 18809 1.47 100 10572 1.64 111 11165 1.94 102 11222 1.94 69 9056 1.27 What is the value of CAPM beta for stock A? 1.8356 0.3278 O 1.3112 A0004