Question: Consider the following data for a particular sample period. The T - bill rate during the period was 5 % . Average return Portfolio P

Consider the following data for a particular sample period. The T-bill rate during the period was 5%.
Average return Portfolio P 16% Market114%
Alpha Portfolio P 0.20 Market 0
Beta 0Portfolio P .80 Market ?
Standard deviation Portfolio P 32% Market25%
Nonsystematic risk, Portfolio P 18% Market 0
a) What is the beta of Market?

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