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Given the following returns on Stock J and the market during the last three years, what is the beta coefficient of Stock J? Year Stock

Given the following returns on Stock J and the "market" during the last three years, what is the beta coefficient of Stock J?

Year Stock J Market

1. -13.85% -8.63%

2. 22.90% 12.37%

3. 35.15% 19.37%

a. 1.58

b. 1.66

c. 1.75

d. 1.84

e. 1.93

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