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An analyst has developed the following data for two companies, PNS Manufacturing (PNS) and InCharge Travel (InCharge). PNS has an expected return of 15 percent and a standard deviation of 18 percent. InCharge has an expected return of 11 percent and a standard deviation of 17 percent. PNS’s correlation with the market is 75 percent, while InCharge’s correlation with the market is 85 percent. If the market standard deviation is 22 percent, which of the following are the betas for PNS and InCharge?
A.
B.
C.
D.
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