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The variance of Stock A is.0040. The covariance between the return of stock A and that of the market portfolio (e.g. the S&P 500) is

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The variance of Stock A is.0040. The covariance between the return of stock A and that of the market portfolio (e.g. the S&P 500) is .0056. The variance of the market portfolio return is.0078 and the risk free interest rate is 2.24%. What is the beta of stock A? O 0.51 03.02 O 0.72 O 1.40 O 1.95

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