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1. 1000 points The standard deviation of the market-index portfolio is 50%. Stock A has a beta of 1.30 and a residual standard deviation of

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1. 1000 points The standard deviation of the market-index portfolio is 50%. Stock A has a beta of 1.30 and a residual standard deviation of 60%. a. Calculate the total variance for an increase of 0.20 in its beta. (Do not round intermediate calculations. Round your answer to the nearest whole number.) otal variance b. Calculate the total va ance for an increase of 10.71% n its residual standard de ton Do not round intermediate ealeu ations. Round your answer to the nearest %-squared le number.) Total variance %-squared

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