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17. If a Portfolio has a Beta of 1.2 and its Covariance with the Market is 0.04, What is the Market Standard Deviation? A. 25%

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17. If a Portfolio has a Beta of 1.2 and its Covariance with the Market is 0.04, What is the Market Standard Deviation? A. 25% B. 15% C. 16.7% D. 18.25%) E. 20%

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