Find AMON'S beta based on the following:$$ The standard deviation of the CAC$40$ is $20$ per cent.$$AMON CO$.$ has a standard deviation of $40$ per cent per annum. Its correlation with the index is $0\mathrm{.}65.$ Question $16$Answer a$.1\mathrm{.}3$ b$.0\mathrm{.}3$ c$.2\mathrm{.}3$ d$.3\mathrm{.}3$