Question: The stock market data given by the following table. Correlation Coefficients Telmex Mexico World SD (%) RR (%) Telmex 1.00 0.75 0.50 20 ? Mexico

The stock market data given by the following table.

Correlation Coefficients
Telmex Mexico World SD(%) RR (%)
Telmex 1.00 0.75 0.50 20 ?
Mexico 1.00 0.60 12 14
World 1.00 8 12

The above table provides the correlations among Telmex, a telephone/communication company located in Mexico, the Mexico stock market index, and the world market index, together with the standard deviations (SD) of returns and the expected returns ( RR ). The risk-free rate is 6%.

Compute the domestic country beta of Telmex as well as its world beta. (Do not round intermediate calculations. Round your answers to 2 decimal places.)

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