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Stock X has an expected return of 12 percent and a standard deviation of .14248. The S&P 500 has an expected return of 11 percent

Stock X has an expected return of 12 percent and a standard deviation of .14248. The S&P 500 has an expected return of 11 percent and a standard deviation of .096437. What is the beta of Stock X if the covariance of Stock X with the market is .0137.

.76

1.32

1.47

.68

1.55

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