You are presently invested in the Luther Fund, a broad$-$based mutual fund that invests in stocks and other securities$.$ The Luther Fund has an expected return of $14\%$ and a volatility of $20\%.$ Risk$-$free Treasury bills are currently offering returns of $4\%.$ You are considering adding a precious metals fund to your current portfolio. The metals fund has an expected return of $10\%,$ a volatility of $30\%,$ and a correlation of $-\mathrm{.}20$ with the Luther Fund.

The beta of the precious metals fund with the

is closest to:

$0\mathrm{.}3.$

$0\mathrm{.}6.$

$-0\mathrm{.}6.$

$-0\mathrm{.}3.$