You Are Given the Following Returns on "The Market" and Stock

Multiple Choice

You are given the following returns on "the market" and Stock F during the last three years.We could calculate beta using data for Years 1 and 2 and then,after Year 3,calculate a new beta for Years 2 and 3.How different are those two betas,i.e.,what's the value of beta 2 - beta 1? (Hint: You can find betas using the Rise-Over-Run method,or using your calculator's regression function.)
$\begin{array}{ccc}\text { Year } &\text { Market }& {\text { Stock F }} \\1 & 6.10 \% & 6.50 \% \\2 & 12.90 \% & -3.70 \% \\3 & 1620 \% & 2171 \%\end{array}$

A) 7.89
B) 8.30
C) 8.74
D) 9.20
E) 9.66