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Suppose we have a stock with a standard deviation of 23.55%. The market standard deviation is 13.12% The correlation coefficient for the stock and the

Suppose we have a stock with a standard deviation of 23.55%. The market standard deviation is 13.12% The correlation coefficient for the stock and the market is 91. What is the Beta of the stock?

A. .992

B. 1.63

C. 1.97

D. 2.11

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