Suppose that the risk-free rate is 5% and the market portfolio has an expected return of 12% with a volatility of 25%. Dinosaurs Inc. has a 24% volatility and a correlation with the market of 60 . Assume the CAPM assumptions hold. Dinosaurs' beta with the market is closest to: \begin{tabular}{c} 0.58 \\ \hline 0.72 \\ \hline 1.04 \\ \hline 0.63 \\ \hline 0.96 \end{tabular}