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Suppose the risk free return is 3:87% and the market portfolio has an expected return of9% and a volatility of 15%. The share of Unilever

Suppose the risk free return is 3:87% and the market portfolio has an expected return of9% and a volatility of 15%. The share of Unilever has a 30% volatility and a correlation with the market of 0:39.

What is the beta of the share of Unilever with respect to the market?

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