Assume CAPM holds and that there are only two risky assets, A and B, and one risk-free asset in the market. There are 10 shares of the risky asset A, trading for $7.50. There are 20 shares of the risky asset B, trading for $6.25.  You know that the beta of the risky asset A is four times the beta of the risky asset B, that is, 𝛽 𝐴 = 4 𝛽 𝐵 What is the beta of the risky asset B? Enter your final answer as a number rounded to two decimal places. For example, enter 1.23 if your answer is 1.234, and -1.23 if your answer is -1.234.数值题

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See the attached spreadsheet for a table of various monthly returns Download attached spreadsheet for a table of various monthly returns over the past five years. Using this information, what is beta for Stock A?

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