You observe the following information The variance of stock ABC returns is 0 36 the market portfolio's return variance is 0 09 the covariance between the stock ABC and the market returns is 0 16 Compute the CAPM beta for stock ABC 2 25 1 78 4 42 3 12 0 63 None of the above

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You observe the following information  The variance of stock ABC returns is 0 36  the market portfolio's return variance is 0 09  the covariance between the stock ABC and the market returns is 0 16  Compute the CAPM beta for stock ABC  2 25 1 78 4 42 3 12 0 63 None of the above

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You observe the following information: The variance of stock ABC returns is 0.36; the market portfolio's return variance is 0.09; the covariance between the stock

You observe the following information: The variance of stock ABC returns is 0.36; the market portfolio's return variance is 0.09; the covariance between the stock ABC and the market returns is 0.16. Compute the CAPM beta for stock ABC. 2.25 1.78 4.42 3.12 0.63 None of the above

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