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What is the beta on a security if its expected return is 8%, its covariance with the market is 0.019, and the standard deviation of

What is the beta on a security if its expected return is 8%, its covariance with the market is 0.019, and the standard deviation of the market is 12.4%?

A.) -0.74

B.) 0.48

C.) 0.89

D.) 1.24

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