Question: Problem 2: The correlation coefficient between a stock and the market portfolio is +0.20. The standard deviation of return of the stock is 36% and

 Problem 2: The correlation coefficient between a stock and the market

Problem 2: The correlation coefficient between a stock and the market portfolio is +0.20. The standard deviation of return of the stock is 36% and that of the market portfolio is 40%, calculate the beta of the stock

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