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Suppose that the following statistics pertaining to the returns on the market and ABC stock: Standard deviation on returns on ABC stock is 25.00 %,

Suppose that the following statistics pertaining to the returns on the market and ABC stock:

Standard deviation on returns on ABC stock is 25.00 %, the standard deviation on returns on the market is 20.00%, and their correlation is 0.15. What is the estimated beta for ABC stock?

A.0.267

B 0.188

C 1.350

D 0.30

E 0.752

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