Assume that the CAPM holds, the risk-free rate is 2% per year, the expected return on the market is 10% per year and that the annualized volatility (standard deviation) of market returns is 20%. Assume that the beta of IBM is 1.0, the beta of GM is 2.0, and their respective annualized return volatilities are 25% and 80%. What is the correlation between IBM and GM returns?

Ithink the most approximate answer would be b.i hope it you!

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