Question: The returns on a share have a correlation with the returns on the market index of 0.25. The standard deviation of the returns on the

The returns on a share have a correlation with the returns on the market index of 0.25. The standard deviation of the returns on the market portfolio is 15% and the standard deviation of the returns on the share is 24%. What is the share's beta? O 0.40. O 1.38 O 0.55. O 0.16. O 1.60

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