Consider a security of which we expect to pay a constant dividend of $18.49 in perpetuity. Furthermore, its expected rate of return is 20.1%. Using the equation for present value of a perpetuity, we know that the price of the security ought to be Price = D/k, where D is the constant dividend and k is the expected rate of return. Assume that the risk-free rate is 3%, and the market risk premium is 6.4%. What will happen to the market price of the security if its correlation with the market portfolio doubles, while all other variables, including the dividend, remain unchanged?