The correlation coefficient between stock A and the market portfolio is $+0\mathrm{.}7.$ The standard deviation of return of the stock is $25\%$ and that of the market portfolio is $20\%.$ What is the beta of the stock?

The correlation coefficient between stock A and the market portfolio is $+0\mathrm{.}7.$ The standard deviation of return of the stock is $25\%$ and that of the market portfolio is $20\%.$ What is the beta of the stock?

$0\mathrm{.}875$

$0\mathrm{.}65$

$1\mathrm{.}0$

$1\mathrm{.}1$