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The correlation coefficient between a security and the market portfolio is 0.7. The standard deviation of the security is 30% while the market portfolio has

The correlation coefficient between a security and the market portfolio is 0.7. The standard deviation of the security is 30% while the market portfolio has a standard deviation of 15%. The beta of the security is closest to:

a. 0.315

b. 1.4

c. 2.0

d. 0.21

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