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The historical returns for the past three years for Stock B and the stock market portfolio are: Stock B: 24%, 0%, 24%; Market portfolio: 10%,

The historical returns for the past three years for Stock B and the stock market portfolio are: Stock B: 24%, 0%, 24%; Market portfolio: 10%, 12%, 20%. Calculate the beta for Stock B.

A. 1.13

B. 1.00

C. 0.86

D. 1.17

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