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We create a portfolio from shares 'A' and 'B'. Data about the shares in our portfolio and about the market is presented in the table

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We create a portfolio from shares 'A' and 'B'. Data about the shares in our portfolio and about the market is presented in the table below. Variance of market portfolio 0,4225% Covariance of Share 'A' and the market portfolio 1,0998 % Covariance of Share 'B' and the market portfolio 1.1651 % Return of market portfolio 9,68 % Actual market return of Share 'A 17,13% 19,5 Actual market return of Share 'B 4% Variance of Share 'A 4,72% 2,663 6.25% Variance of Share 'B Yield of Treasury Bills Beta of our portfolio What is the beta of Share 'A? (Give the answer with 4 decimals!)

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