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You have generated the following information for the returns of Company A and the Market over...

You have generated the following information for the returns of Company A and the Market over the course of the next year.

Probability State Company A return Market return
0.2 Recession 2% 3%
0.6 Normal 8% 8%
0.2 Expansion 13% 14%

Calculate the expected return and variance of return for company A and the Market.

Calculate the covariance between company A's return and that of the market.

Calculate the beta of company A.

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