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You are considering investing in Z plc. The correlation coefficient between the company's returns and the return on the market is 0.7. The standard deviation

You are considering investing in Z plc. The correlation coefficient between the company's returns and the return on the market is 0.7. The standard deviation of the returns for the company and the market are 8% and 5% respectively. Calculate the beta value of Z.

Select one,

a. 1.12

b. 2.00

c. 1.3

d. 1.00

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