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Stock A has an expected return of 12 percent and a variance of .0203 . The market has an expected return of 11 percent and

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Stock A has an expected return of 12 percent and a variance of .0203 . The market has an expected return of 11 percent and a variance of .0093 . What is the beta of Stock A if the covariance of Stock A with the market is .0137 ? .68 76 1.55 1.47 132

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