You are given the following returns on "the market" and Stock F during the last three years. We could calculate beta using data for Years 1 and 2 and then, after Year 3, calculate a new beta for Years 2 and 3. How different are those two betas, i.e., what's the value of beta 2 - beta 1?

Year Market Stock F

1 6.1% -1.50%

2 12.90% -3.70%

3 16.20% 21.71%