Suppose that the risk-free rate is 5% and the market portfolio has an expected return of 13% with a volatility of 18%. RGP Inc. has a 24% volatility and a correlation with the market of .60, while Clapham Gold Mining has a 32% volatility and a correlation with the market of -.7. Assume the CAPM assumptions hold. RGP's beta with the market is closest to:

Select one: a. 1.0 b. 1.3 c. 0.8 d. 0.6