Use the following information to answer thequestion(s) below.

Suppose that the market portfolio is equally likely to increase by24% or decrease by8%. Security"X" goes up on average by29% when the market goes up and goes down by11% when the market goes down. Security"Y" goes down on average by16% when the market goes up and goes up by16% when the market goes down. Security"Z" goes up on average by4% when the market goes up and goes up by4% when the market goes down.

The beta for security"Z" is closestto:

A.1.00.

B.0.25.

C.0.00.

D.0.25.