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The standard deviation of returns of a particular stock is 4 3 % and that of the market is 3 5 % . The coefficient

The standard deviation of returns of a particular stock is 43% and that of the market is 35%. The coefficient of correlation between the returns of the stock and that of the market is 0.25. The real risk-free rate is 2% and the expected inflation rate is 1.5%. What is the stock's contribution to risk (beta)?
1.23
3.26
0.31
0.81
0.20
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