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The covariance between Van Goughs common stock returns and the return on the market portfolio is 0.008. The variance of the market 0.02. Which of
The covariance between Van Goughs common stock returns and the return on the market portfolio is 0.008. The variance of the market 0.02. Which of the following comes closest to the beta of Van Goughs common stock?
A. 0.4
B. 0.2
C. 0.6
D. 0.1
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