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The correlation coefficient between a stock and the market portfolio is 0 . 5 . The standard deviation of return of the stock is 2

The correlation coefficient between a stock and the market portfolio is 0.5. The standard deviation of return of the stock is 25 percent and that of the market portfolio is 20 percent. Calculate the beta of the stock.
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0.8
0.7
0.6
0.3

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