You regressed Canadian Energy sector excess returns on TSX excess returns and got an alpha of 2.5%

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Question:

You regressed Canadian Energy sector excess returns on TSX excess returns and got an alpha of 2.5% and a Beta of 1.5. Assume the market risk premium for both the TSX and the Global Market Portfolio are equal to 5%. Assume the Global and Canadian risk free rates are the same.

Assuming the global CAPM holds, what is the Beta of Canadian Energy to the Global Market Portfolio?