Question: Use the following information to answer the question below. The volatility of the market portfolio is 10%, the expected return on the market is 12%,

Use the following information to answer the question below. The volatility

Use the following information to answer the question below. The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk-free rate of interest is 4%. Firm Portfolio Weight Correlation Volatility with Market Portfolio Taggart Transcontinental 0.25 14% 0.7 Wyatt Oil 0.35 18% 0.6 Rearden Metal 0.40 15% 0.5 The beta for Wyatt Oil is closest to: O 1.0 O 0.8 01.10 O 0.75

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