With the clean decomposition of variance in the framework of a single index model, we have discussed various relationships among rho (the correlation coefficient), the beta, the market return standard deviation, the systematic risk, the individual stock standard deviation representing total risk, and the firm-specific standard deviation. Suppose for stock JK, the standard deviation representing its firm specific risk is 40%, the standard deviation representing its total risk is 50%, and the standard deviation of market return is 20%. What is JK's beta?