The market consists of two assets, $A$&$B,$ with equal market capitalisations. Asset A has a beta equal to or

smaller than asset B $.$ The standard deviation of market returns is ${}_m=0\mathrm{.}113.$ The covariance between the

two assets' returns is $0\mathrm{.}006.$ If the CAPM holds, what is the beta of asset A$?$

a$.0\mathrm{.}669$

b$.0\mathrm{.}774$

c$.0\mathrm{.}382$

d$.0\mathrm{.}272$

e$.0\mathrm{.}564$

f$.0\mathrm{.}500$

g$.1\mathrm{.}000$