The S\&P500 has an expected return of 16.5%. The riskless rate is 2.2% and XYZ 's beta is 1.5. What should the expected return on XYZ stock be according to CAPM? The coefficient of correlation between Stock A and the S\&P 500 is 0.28. The returns on the S\&P500 have a standard deviation of 0.07, and the returns on Stock A have a standard deviation of 0.50. What is the market beta of Stock A