The CAPM beta of stock Y is 2.5. The stock return variance is 0.64 for...

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The CAPM beta of stock Y is 2.5. The stock return variance is 0.64 for Stock Y and 0.36 for the market. What is the correlation between the returns of stock Y and the market? 0.5760 1.7778 1.8750 0.5625

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