Using the information below, calculate the beta of security D with the market.
? 0.39
? 0.61
? 0.54
0.73
t
A, %
B, %
C, %
D, % Mkt, %
1
24.75
38.48
45.11
34.58 33.18
2
23.01 56.00
20.05 -6.87 11.86
3
-5.16
7.74
14.11
1.47 -15.73
4
-8.17
5.14 -24.72
-4.75
-3.40
5
41.69
49.20
1.46
5.63 -14.56
6
-12.89
-5.27
22.40
-1.64 -10.27