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10. The correlation between the returns on the stock of Firm ABC and those on the market portfolio is 0.1. Work out the fraction of

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10. The correlation between the returns on the stock of Firm ABC and those on the market portfolio is 0.1. Work out the fraction of the total risk of the stock of Firm ABC that can be diversified away. [6 poliuts] 10. The correlation between the returns on the stock of Firm ABC and those on the market portfolio is 0.1. Work out the fraction of the total risk of the stock of Firm ABC that can be diversified away. [6 poliuts]

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