Question: Security Expected Return Beta Standard deviation of returns A 2.5 0.45 B 10% 0.30 C 1.4 Risk - Free 0.5% Market Index 7% What is

Security Expected Return Beta Standard deviation of returns
A 2.5 0.45
B 10% 0.30
C 1.4
Risk - Free 0.5%
Market Index 7%

What is the beta of security B according to CAPM (round to 2 decimal places)

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