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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