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1. Let Ri=rirf belthe excess return of a stock (or portfolio) i. You estimate the index regression for excess returns of stock A, and you

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1. Let Ri=rirf belthe excess return of a stock (or portfolio) i. You estimate the index regression for excess returns of stock A, and you get the following results: RA=.01+.80RM+A M=0.20,EA=.10 ( EA is the residual standard deviation). What is the volatility of the return for stock A

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