Question: The correlation coefficient between stock A and the market portfolio is +0.6. Stock A's standard deviation of returns is 30% and the standard deviation of

 The correlation coefficient between stock A and the market portfolio is

The correlation coefficient between stock A and the market portfolio is +0.6. Stock A's standard deviation of returns is 30% and the standard deviation of the market portfolio's returns is 20%. Calculate the beta of the stock. 0.9 0.6

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