What Is the Beta of the Following Project? A) 111
B) 0

Multiple Choice

What is the beta of the following project? ? $$\begin{array} { | l | l | } \hline \text { Comparative Returns on Past Projects } & \text { Froject's Returns } \\\hline 12 \% & 15 \% \\\hline 10 \% & 8 \% \\\hline 6.5 \% & 7 \% \\\hline 2 \% & - 1 \% \\\hline\end{array}$$

A) 1.11
B) 0.95
C) 2.15
D) 1.43