Question: 2 4 . Assets ( A ) and ( B ) have standard deviations of ( 1 5 %

24. Assets \( A \) and \( B \) have standard deviations of \(15\%\) and \(30\%\), while the correlation coefficient is \(\rho=0.6\). Also, the market portfolio has variance of 0.4, and asset \( A \)'s beta is 0.6. According to CAPM, what is the beta of asset \( B \)?(a)0.053(b)0.125(c)0.113(d)0.158(e) Cannot be determined with the above information.
2 4 . Assets \ ( A \ ) and \ ( B \ ) have

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