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What must be the Beta of the stock JKL based on the following information: RM = 11% Var (RM) = 0.0079 R(JKL) = 14% Var

What must be the Beta of the stock JKL based on the following information: RM = 11% Var (RM) = 0.0079 R(JKL) = 14% Var (JKL) = 0.0095 Cov (JKL, M) = 0.0082 A. 0.82 B. 0.95 C. 1.04 D. 1.37 E. 1.51

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