-What Is the Beta of Stock B?
A) 0

Multiple Choice

$\begin{array}{llcc} \text {Expected return on the market } &13\% \\ \text { Standard deviation of the market } &21\%\\ \text { Risk-free rate} &5.5\%\\\text { Correlation coefficient between }&\\\text { Stock A and the market } & 0.65 \\\text { Stock B and the market } & 0.28 \\\text { Standard deviation of Stock A } & 64 \% \\\text { Standard deviation of Stock B } & 53 \%\end{array}$


-What is the beta of Stock B?

A) 0.71
B) 0.89
C) 0.78
D) 0.84
E) 0.93