[单选题]

An asset has an annual return of 19.9%, standard deviation of returns of 18.5%, and correlation with the market of 0.9.
If the standard deviation of returns on the market is15.9% and the risk-free rate is 1%, the beta of this asset is closest to:

A.1.02.

B.1.05.

C.1.16

参考答案与解析:

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