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The annual returns over the past five years for the market and the stock of Diamond Exports Inc. are given by the following table: Year

The annual returns over the past five years for the market and the stock of Diamond Exports Inc. are given by the following table:

Year

Diamond

Exports Inc.

Market

2008

0.06

0.16

2009

-0.05

-0.10

2010

0.03

0.12

2011

-0.10

-0.23

2012

0.01

0.05

Diamond Exports Inc. beta is:

beta > 1.0

beta < 0

beta = 0

beta = 1.0

0 < beta < 1.0

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